I got some of the giant cone thread from Connecting Thread in about 3 colors. For piecing, it's all I've needed, and it's very inexpensive. I use hand quilting thread (Coats & Clark) for quilting and doing the hand work for the binding.
I am a bobbin hoarder. Whenever I see them on sale, I buy a pack of them. I have a Sidewinder, but I rarely use it. I find the bobbin winder on my machine(s) to be more convenient.