http://www.connectingthreads.com/tut...read__D89.html
http://www.youtube.com/watch?v=e8SF-6kZTX8
some good links
I use machine quilting thread from Joannes (less expensive stuff for piecing)
I plan to switch to polyester for machine quilting as I heard good things about it
I use hand quilting thread for hand stitching the binding
I plan to buy silk for needle turn applique (haven't tried hand applique yet)
One of the big pointers I picked up is that different machines work better with different threads (for no apparent reason). One thread type/brand may work beautifully in one machine and may not work in another.