I use just about everything except Madera. My machine doesn't like it for some reason. My primary thread is Isacord but I've used lesser expensive embroidery thread, polyester serger thread, coats and clark, metallic, cotton, and about every other name brand thread you can think of, embroidery and non embroidery.
I hear a lot about Floriani, it's very expensive, but the color result is stunning. I finally bought some to try but haven't yet.
I got a recommendation for thread from a master embroiderer who orders online and does awesome projects but discovered the thread could not be washed, the item had to be dry cleaned or, depending on the medium, required special cleaning. I'd never run into that before so it's something to watch out for. If I can't throw it in the washing machine, it's not worth it to me.