For piecing I LOVE*LOVE*LOVE Masterpiece from Superior Thread. It's thin and strong and my Bernina loves it.
For quilting, I use whatever works best - Sew Fine, King Tut (both Superior Threads), Arc, and I do have some Signature. One thing I don't like about the Signature is the lint that it leaves, but if it's a color I need, I use it. I have one spool of the Brytes (also from Superior Thread) and it quilts beautifully!
If you ever have a chance to go to a show where Dr. Bob from Superior Threads is giving his Threadology seminar, TAKE IT! You'll learn so much about threads and needles.