I did a'Big Stitch' quilting. I used Pearle Cotton #8. It is a little tricky to bury the knot, but in one of the links (don't remember which one) helps explain how to bury it.
http://chasingcottons.blogspot.com/2...-quilting.html
http://mollyflanders.blogspot.com/20...-tutorial.html
http://sweetp-paulette.blogspot.com/2011/08/yikes.html
I also took only couple of stitches at a time and used a quilting hoop.