visit Superior Threads web site- they have a huge amount of information/help- they have free charts you can print off that tell you the differences in threads- what they are best used for- what needles to use with them- they also have what is called Thread University---with tips, help, discussions--- they are a wonderful resource and offer a wealth of free information- will answer many of your questions.
personally i use aurafil, silk, poly blends, once in a great while a cotton thread- cotton is the lintiest- (and in my opinion the weakest)
but there are some people who will not use anything else- it's a personal choice- i try lots of different threads- there are so many to choose from i see no reason to restrict my choices.
if you are worried about a thread working well in your machine pick up one small spool & try it out before investing in a large amount- it sucks to spend $30 on thread to find your machine hates it...i have spent $15 on a cone of thread at quilt shows just to get it home & find it is worthless for me- regardless of what i do- it is nothing but frustration--now i try them out in small amounts first then if i like the thread i buy larger amounts...much less frustration & waste of $$.