i use alot of machine quilting thread from Connecting Threads- they have a good selection, good prices & after years of struggling with breaking thread & tension issues i found my machine likes their thread quite well. you will find that long arm machines like polyester thread- cotton breaks easily- the machines are (highspeed) and poly is a stronger thread. Superior Threads has a nice selection of long-arm machine quilting thread too. I've also had good luck with cones of maxilock thread. I like Aurafil Thread- which i buy from Fabric.com sometimes...there are many threads to check out/try- and all machines have their own (personalities) and behave differently.
Superior Threads is a great resource---they have free charts you can print off telling you the properties/uses of all the different threads and the needles/sizes/uses. a good place to check out for lots of free information