When I bought my Janome 350E, the dealer recommended Madeira polyneon thread. She recommended against rayon, because it is not colorfast and could melt with a hot iron. I bought my thread from The Sewphisticated Stitcher because their prices were good, but also because I could choose my colors, rather than take whatever colors were in a set. If you buy 48 spools from them, you get a free case; I bought 144 spools, so I have 3 nice cases to store the thread. I have never had any problems whatsoever with the Madeira polyneon, but I would suggest that you ask your dealer what he/she recommends, because different machines may want different types of thread.
Have fun with your machine! I use mine on a regular basis, and am very happy with it.