You can get prewound bobbins on a cardboard bobbin and some are just rolled onto a core without any sides or you can pull the cardboard sides off. Those should work in most any if not all machines.
I use the "used" prewounds for piecing all the time. It doesn't bother me too much to run out of bobbin thread when I'm piecing and there is still plenty left on the bobbin but not enough to trust finishing a pass on the quilter.
The thinner thread helps with that fussy scant 1/4" seam. I haven't tried the cotton prewounds--only the 2 ply poly and I just love them. I get most of mine from:
http://www.shoppersrule.com but I have ordered them when they are on sale from
http://www.baysidequilting.com Another place with good prices on thread & other quilting supplies is
http://www.kmquiltingsupply.com