coffeebreak, The quality of the thread makes a huge difference in lint production. Cheap cotton thread (4/$1) is made with very short staple cotton and usually produces a lot of lint. Aurifil (I like the orange spool, 50wt 2-ply for piecing), you would immediately see the difference -- long staple cotton plus manufacturing processes that smooth and refine the thread. Aurifil produces almost no lint. It costs more but, if you figure out how much it costs to have a repairman come to your home to fix your machine, it's well worth the extra money!
There are different qualities of polyester thread also. Bottom Line from Superior is an example of a really nice poly thread.