Most cones are cross-wound and are meant to unwind from bottom-to-top. If a cone is unwound from off the side, there is a lot of extra tension and drag, which increases the likelihood of breakage and bad stitches.
I use Connecting Threads Cones and they are all cross-wound. I use them vertical on a thread stand so the thread comes off the top. I have the Superior Thread stand and it is excellent.