I have lots of favorites for piecing my quilt tops ... whenever thread and needles go on sale I buy so I can try different brands. The only fraying I had was with King Tut, but changed my needle to the correct size (it says which size needle to use right on the top or bottome of the spool) and now that I pay closer attention to the type/size of needles, no fraying! I like King Tut, Maderia, Aurifil, Connecting Threads, Robinson-Anton, Superior - again, I have different size threads and different size needles - I just make sure it matches up with the material I'm using and it works great - my machine seems to like them all.
Oh ... I had some really old Clarks all-purpose thread from my mother-in-law and grandma and my machine did NOT like it at all - kept breaking - I think it was because the thread was so old?