Thanks for all the terrific suggestions. The spool holder on Purple Moose looked good and I might get one. The one I had previously was attached to my table with a vise grip and was quite large. I used it to pop on large spools of lace for my business sewing. But I think that this could be a good suggestion for my embroidery machine as well so I can use larger spools.
The companies I know that still have notches are Coats and Clark, American Quilting Thread and Walmart. I also buy tons of thread at estate sales -- you can't beat getting a grocery bag full for $5. It lessens the annoyance of those pesky notches.