Wow. Thread preference depends ***so*** much on the individual machine, the individual quilter's preference, and even the individual quilter's style (dense quilting or pantographs).
Having said all that, my favorite thread so far is Glide:
http://www.bobbincentral.com/glide.html . It never shreds or breaks on me, it does not stiffen the quilt even though I like to quilt densely, and it has a subtle shine that adds a little sparkle to my quilting.