There are many choices! The only wrong choice I can think of is Hand Quilting thread. Basically it comes down to what you like and what works well in your machine. I love Aurifil and Wonderfil threads. I also use Guttermann, Sulky Blendables, YLI. As for how to choose...first I go by color. I love variegated threads and shop by color first, then see what brand has a suitable color for my project. Most of the time, it's Aurifil and Wonderfil for me.