Heartbeatquilting.com sells 3000 yd spools of Signature 100% cotton quilting thread for $7.25. Their shipping costs are inaccurate so call them for shipping prices if you order. Signature Thread is really nice, even works great on high speed machines.
Glide thread is absolutely awesome for quilting. It is polyester, but it's no stronger than cotton quilting thread. Some of the colors like Cleopatra look like gold metallic, but they are much easier to quilt with. The 1000 yard spools run around $2.30, but you have to meet a $35 minimum, $75? for free shipping.
Connecting Threads sometimes has deals on things like shipping in some of the magazines. Look for those in their ads. I haven't tried their thread, but will soon.