I generally use the same thread weight for piecing as I do for quilting and that is a 50 weight cotton. If you want, you can piece with a thinner thread such as a 60 weight (the larger the size the thinner the thread). If you want your quilting to be more obvious, then you can go with a thicker thread such as a 30 weight.
You can also use a 50 weight in the bobbin and a 30 weight in the top. I prefer to use the same weight top and bottom, I just change the colors.
Along with many, I stocked up on Connecting Threads cotton spools when they were on sale. Yes, they are a bit linty but I have a cleaning brush and my machine really handles that thread well. Other than that, I use what is on sale. The only time my machine ever hickuped was with regular Coats and Clark thread. It does like the Star brand which is made by C&C.