I buy almost all of my embroidery threads from ThreadArt.com - I don't use rayon for anything I might have to press, someday - rather, I use poly, which stands up to laundering and ironing a lot better.
ThreadArt's threads are wonderful for machine embroidery, free-motion embroidery and quilting. They've got about a bajillion colors and the prices won't give you sticker shock. :)
They sell a beautiful poly bobbin thread, too. The bobbin thread helps keep the thread from building up on the back of the piece, because it's so fine - about the equivalent of a 60 or 70wt thread or maybe finer. Being poly, it's very strong, even as fine as it is.