I have two brother embroidery machines. The Innovis 950? - I bought it at the sewing machine store for $600. It is a combination sewing machine/embroidery machine that does 4x4. I bought the Disney one, but haven't stitched a thing with Disney on it, so it was probably money wasted for the extra designs. Anyway, I had it for a few months and quickly realized that the hoop was too limiting. I then purchased a 780 on E-bay. It was brand new and I paid around $1000 for it, with a full Medira Thread draw set full of all their threads (retails about $400). I really like my little 4x4 better for actual stitch quality. I rarely have threading issues, breakage, or missed stitches. My bigger machine is more temperamental.
I purchased all my thread through Metro Threads on line. They are not the highest quality, but they work for most embroidery projects. The small cones are less than a dollar. I bought their bulk sets so I could get all the colors. Then, I went back and ordered the colors that I end up using the most. Their stabilizer is pretty good too... and much cheaper than any other place I have found.