i use what threads my machine likes...it hates some threads. the heavy quilting thread is for hand quilting-do not use it in your machine, it has a (waxy) coating that will gum up the works on the machine.
i buy most of my threads from Connecting Threads- i think it's called Aurafil- it's wonderful thread.
i know some people always say,.,.don't use anything but cotton thread...i hate using cotton thread-- to me it is garbage-it breaks every 2-4" which is very aggrivating in my world. i have wasted hundreds of dollars on threads other people said i should be using...i finally quit wasting my money and started buying thread that works for me.