I have recently become very interested in thread. Found it makes a HUGE difference in how my machine (Janome 6600) works. Although I've used a lot of Guterman poly thread for piecing (mainly because it's convenient to buy at my local JoAnn's), I found the machine likes Superior's bottom line in the bobbin (and BTW I know a long-arm quilter who uses it top and bottom). I've used Superior's King Tut variegated (in a long-arm machine I rented time on) and in my Janome -- really beautiful and I especially like that the color changes often (some variegated changes are more spread out).
I have also tried Sulky Polylite (can't get it at my JoAnn's but there are a few places online) and my machine definitely likes that too -- it says no tension adjustments, even for FMQ, and I found that to be true. I used a variegated and plan to buy more.
I am now trying out Aurifil -- cotton but almost lintless.
I have Connecting Thread cones for piecing -- working fine but I have to clean the lint out often.
Unfortunately my machine does NOT seem to like Mettler, which is not cheap but my favorite LQS carries it.