i buy most of my long-arm threads from connecting threads- the new machine quilting thread they are carrying is great. i also buy from superior threads.
i've used lots of serger thread- just have to make sure it is strong- a weak thread or cotton thread tends to break constantly due to the speed of the long-arm machine.
aurifil is a good machine quilting thread.
every machine has it's own personality though- so you will need to experiment and see what your machine likes best-
i've spent $16-$22 for a cone of machine quilting thread to find it is not usable with my machine no matter what i did-
every machine is different...as we all are too