It all depends on the look you want, each type of thread gives a different look to the quilting. That said, I always use cotton for all things quilt related; fabric, batting, thread. History has shown that cotton holds up longer than any other material used in quilts. I usually only make pass down heirloom type quilts though. If I were just making utility quilts or wall hangings and so forth, I would probably experiment more with various threads, fabrics etc.