My favorite is Aurofil. I started with a set of small spools, and then bought a cone. It has been used a lot, and you still can't tell that I've used any! It lasts a long time. I also use prewound poly bobbins. I buy them at the sewing machine repair shop.....100 at a time, for about 35 cents each. They also last forever, and prevent "sewing with no thread", as I sometimes do!