I was watching this and hoping someone with more experience than me would answer. I'll put in my 2 cents though.
If you don't want to have any stitching to show the thread should match the color and if the back isn't going to show at all use the same thread so if any bobbin thread pulls through you won't know.
I do use gray or beige when piecing but for quilting I try to do a little more matchy matchy.