I have a 9500 and use poly embroidery thread, also cotton machine quilting thread, and some cheap serger thread. I also have rayon. I can't remember the brand of the rayon, but it comes with a plastic dome over the spool. Just depends on the effect I am going trying to achieve.
I mostly use the poly embroidery thread. Robison Anton from my Janome dealer, and Coats n Clark from Walmart. Yup, the C C brand from Walmart. Haven't had any trouble with it in 2 years. I do like the Robison Anton a little better.