I second the recommendation that you read Superior's website, it has fabulous information. There is an "Education" tab that will give you tons of info about all different kinds of thread, which needles to use, .
I used to use Coats & Clark and Connecting Threads' Essentials, but recently switched to Bottom Line. It's 60 weight, strong, fine, sinks into the fabric. I LOVE it for hand applique and hand-binding. I avoid serger thread and embroidery thread; in my experience those two types of thread are not as strong.
Two things to keep in mind when you're using thread, no matter what kind or brand: thread weight and needle size. For thread, a smaller number equals a heavier thread. 40 wt is fairly heavy, 50 is about average and is what you'd normally see in garments, 60 is pretty fine. You want to make sure you're using a needle appropriate for the thread. If you are using a 40 wt thread, you will want to avoid using a needle with a smaller eye, because that thread will drag in the eye and shred.