i also buy my thread from connecting threads- i am trying to get alot of colors- mainly because i always seem to need a new color for every new quilt- i'm always running out of white/black/gray and creams (guess i forget to reorder those- trying to collect those colors-) just had a quilt come in for quilting that has to have yellow thread--and i had none--new order time :)
guess it's personal choice-
and i have no idea why some people insist you can not quilt with what you peice with---i use all my threads (except hand use threads that should not be used in machines)
i think i have about 15 bobbins for my regular sewing machine- i don't know why i have so many- i can only use one at a time.
i do have a side winder and bought my mom one too- she has a commercial machine with larger bobbins- the side winder works for them (size M) and it works fine for my viking and the brother-
don't know anything about oiling it- bought them on sale and when they croak will more than likely just buy another one...seems like a fairly (inexpensive) item and not really made for repairing- but so far they have held up for 2 years.
i think that's my 2 cents worth on your 3 questions :)