There seems to be two different things being discussed here. For clarity:
When piecing, i.e. sewing fabrics together to make a quilt top, it doesn't matter if your threads match. I agree with a previous poster about finer threads, such as Bottom Line, giving you a more accurate seam, especially with miniatures. I started using BL for this purpose and fell in love with it, so now I use it for all of my piecing. And as Lynnie said, because it's a finer thread, you can get a lot more on the bobbin which means fewer reloads.
When quilting, i.e. sewing top, batting, and backing together into a quilt, most quilters I know prefer to use the same thread so that imperfections in tension don't show.
Hope this helps