I have a Brother Innovis 4000D. It will sew with anything. I do use the embroidery needles for the 6 needle Brother machines. I believe the eye is slightly larger, which may help with not having problems with fraying. The needles. Organ HAx130EB 80/12, were bought from Allbrands at their recommendation. They did say that if I was doing very dense fine work I could use the size 11, or for thicker denser fabrics use the 14. I have never had to buy those.
I buy sets of any polyster embroidery thread from Ebay. I usually get 50 to 100 spools or more as a set. I average less than $1 per 1100 yd spool. I cringe to think about the money I would have spent if I had spent $4 to $8 per spool. One of my sets is ARC thread (not from Ebay) which has +300 colors. I am never at a loss to match up a color.
I have not used rayon thread. When I bought my machine, rayon had a bad problem with bleeding when washed. I understand that the bleeding problem has been solved, but I have so much of the polyster that I just don't need any more thread.
This year at the IQF in Houston, I bought every metallic that Marathon made....in the very large spools. I am really hoping my very used Brother doesn't argue with me about this thread. lol Guess I went a little bit crazy!