Bob has awesome short videos..from how your thread should come off the spool, to explaining threads and needles.
personally, i use what i have on hand..i just did a project, that when i was half way through..i wished i had used a shiny poly thread..it would of looked so much prettier!
the only thing i can tell you about thread,(poly or cotton) and piecing, is the thinkness of the thread will effect the seam allowance.
i use gutterman, connecting threads spools,thier cotton and poly, and bottom line thread,master piece etc... i am not fussy. just personal preference.