Before investing in a lot of different threads, I would definitely check the needle. I had a lot of trouble with shedding - lots of advice from various vendors always suggesting the expensive thread that they sold. I tried just about everything. Then I changed needles - I use a top stitching needle right now. All the difference in the world. I use mainly Connecting Threads cotton for the most part. I suppose some of the pricier threads - rayon etc. make a difference on art quilts where you are going for a certain sheen. But for my purposes - even my semi-artistic efforts, most any thread seems to work. As another person mentioned, do clean your machine with some regularity.