Thanks for all the great info! I looked online at different brands mentioned and found Isacord thread. It was also mentioned in another post by a quilter who just got the same setup as me but her thread is breaking. It was highly recommended and is affordable - only $4 a spool on sale. I couldn't find any info on where to buy it locally (IS this sold in any stores?) so I just guessed at my colors and purchased online. Well now for the hard part - waiting for the mailman!