I love Aurifil for piecing hands down. I get it at Fabric.com. Their price is competitive if not lower than other places and they have free shipping for $35 or more order. I stick with neutrals - gray, tan, white. Fabric.com has a nice selection of fabric as well.
A lot of my friends love Connecting Threads for their thread. I recently bought a spool but haven't used it much. I will use it to quilt. I don't like Aurifil for quilting so much because it is a thin thread and I like quilting to show a bit more than it does with that thread. I usually don't have a $50 order to Connecting Threads for free shipping so usually go in on an order with some friends. I do like their fabric as well.
For colors if I'm trying to match I try to hit JoAnn's on sale with Gutermann thread. If I'm in desperate need of thread I'll go to Walmart which is only 3 miles away and buy Coats and Clark. JoAnn's is 30 miles. I try not to run out however.