Since I can buy Gutterman cotton thread locally at Hancock Fabrics and Jo-Anns, I buy it for sewing natural fiber clothing and quilting. There seems to be a bigger selection of colors now. I do have to use a leader square to keep the thread from pulling out of the needle with the first stitch because the thread curls.
For synthetics, I still like Mettler Metrosene. Fancier cotton threads have to be ordered online. My quilting isn't good enough for that yet!