I use Connecting Threads 100%cotton for piecing. I buy a neutral colour ( grey or natural on the big cones)and sew most things with that. It has been a great savings for me! For machine applique I use Guterman because it is available here and I can match my stitching to the fabric easily. Mettler is also nice for topstitching.
I have older quilts here that my mom sewed using cheaper thread and while they show no signs of disintegration, I feel happier using 100% cotton with 100% cotton fabric.