I have a Babylock Esante. It sews and embroiders, although I have not yet used the embroidery to its capacity and I've had it 6 years!
I use Sulky thread for embroidering. Try 'Atlanta Thread Supply' - they have some great deals on sewing supplies and threads. They carry Metrosene Plus which is my favorite. I think 'Nancy's Notions' also carries Metrosene. 'Clotilde' is another one and 'Home Sew'. JoAnn's carries Guttermann but it is very linty, but I do buy it if it's on sale, I just vacuum my machine out more. And you can always find a variety at a quilt shop.
You're gonna love it!