I buy Aurifil thread here:
http://www.tristan.bc.ca/cart/produc...6&bestseller=Y Check out the Genziana cotton thread there, it's the same if not better then Aurifil. There are some great buys on the website every few months.
I like Connecting Threads Pro for piecing and machine quilting. It's 70wt and comes on a large cone. It is great bobbin thread too to use with other threads.