Even though I don't have an embroidery machine, I use machine embroidery thread for my FMQ, I absolutely love it for the actual quilting. I get my embroidery thread from
http://www.metroemb.com/store/ also. I personally try to get the big spools, as far as deciding what colors, I pick colors that work with the fabric colors that ,I work with on the average, I don't work with "earthtone" colors a lot so I just have a couple spools of "earthtone" threads, but have quite a few purples, pinks, reds, blues, etc.