Superior Threads are fantastic. I use So Fine more than anything else. I also love King Tut, and the Bottom Line, also by Superior Threads.
Isacord is another favorite of mine to use when I want a sheen.
But I've happily use numerous threads for quilting. Sulky blendables, YLI, Aurifil, Mettler.
Because of the speed of a longarm, you are going to get a lot of lint. I keep a pancake style air compressor in my studio, and blow out all the lint after every bobbin change.