Take I 85 North from Greenville, SC to the Gastonia, NC Cox Road Exit. You can see MJ's on your right coming off the exit. It's in the Gaston Mall which Mary Jo partly owns (last I heard). It's that easy and I hope you have lots of time but even if you don't, you will love it. For quilting cottons, head toward the back left of the store and dive in!
Also, if you need to coordinate with fabric you already have, don't forget it. You will be sick if you do because you WILL find it there and less expensive than elsewhere. Just check at the desk on the way in. You will have to anyway to get a yardage ticket and basket before you start shopping.
I am traveling 6 hours to get there on Thursday because they stay open late then or I would be so jealous of your opportunity. If you go, BELIEVE ME, it won't be your last trip!
If you use lots of thread and have time, check out Long Creek Mills at 108 South Webb St also in Gastonia. There web address is www.longcreekmills.com and their prices are awesome.