I use Coats & Clark all purpose or dual duty on top and leftover pre-wound embroidery bobbins for piecing. It helps the seams lay flatter. I only use quilting thread for quilting, top stitching or fancy stitches that I want to show.
I had some 50 weight Robison Anton machine quilting cotton thread that just flowed like oil through my quilting machine. I only bought one spool of several types of thread to try on it and it just loved that one. I've had many battles with the cotton fuzz off Coats & Clark machine quilting thread. I usually win those battles by liberally applying Sewer's Aid to the spools but decided I was tired of fighting the thread when I know there are less fuzzy threads out there.
I've thrown a couple spools of C&C variegated thread away because the weight wasn't consistent all the way through and it gave my auto tensioning sewing machine fits. It was also very weak in the thin areas and would snap so into the trash it went after about the 6th time. It was 2 different very bright rainbow variegated spools that I really liked, too!