I also use regular sewing thread. I use the same color for the bobbin as for the top, because I don't have all day to fuss with the tension. The top usually looks great, and the bottom, well, not quite so great. Just in case some of the bobbin thread decides to show through, at least it's the same color.
Mine is just a basic machine, not a fancy embroidery machine. If I spent the money on a fancy machine, I would invest more time in perfect applique.