the threads from Connecting Threads work very well- cut down on my frustration level greatly when i found them- also Superior Threads carry many good threads to choose from- they also supply needles for many long-arms- and have free charts they will send with an order- or you can print them from the site that will tell you the differences in all the different threads- the sizes- what they are best suited for- and what needle/size to use with them- the charts are great resources to have- Superior Threads has what they call Superior University which is a program that teaches you all kinds of things-
there are quite a few Thread companies out there- and with time you will find your favorites- but for starting I do recommend Connecting threads and Superior (Connecting threads has free shipping at the $50 level- so you could try out the long-arm thread & pick up a few cotton threads for regular sewing/piecing to round out your order- they have good prices & great sales.