you will get as many answers as there are people- use what thread you like. some (purists) will only use cotton thread, some like blends, some use polyester all the time, some prefer silk...some machines prefer one thread over another...use what you use, as long as it's good, strong thread (does not break when you take a piece between your 2 hands & give it a tug)
for piecing people use anything from 40wt to 60wt...silks may be 100 wt (its very fine & strong-but expensive)
the higher the wt number the thinner/finer the thread
some people love Aurafil thread, some like threads from Superior Threads (if you visit their website they have free charts you can print off telling you about all the different threads, what they are good for and what needle to use with each- a good resource site) i use alot of aurafil but also use alot of threads from Connecting Threads- you do not have to 'limit' yourself because that's what (jane doe down the street does) there are tons to choose from all are ok- use what you like....there are prize winning fabulous quilts made with all kinds of different threads- the piecing choice is not going to diminish the value/quality of your quilt unless its cheap, poor quality thread that breaks, falls apart.