Different people like different kinds of thread so you really have to find one that works for you that you like. I stay away from the cheaper threads. For piecing I use Aurifil in both top and bobbin. Next would be Gutermaan. I use gray for piecing.
One thing to keep in mind is that your needle and your thread should be compatible. The larger the number on the thread the thinner the thread (ie 50 weight thread is thinner than 30 weight). The opposite is true for needles - the larger the number the larger the needle. There are also different points on needles. Sharps are for cottons because their point is is pointed to pierce the fabric. Ball point needles have a rounded tip and for knits. Rather than pierce the fabric they slide between the fibers. Universal is a cross between a sharp and a ball point. Not as sharp as a sharp but not as rounded as a ball point. This one and sharps are used most commonly for piecing. For FMQ it depends on the weight of the thread you are using. Universal needles work fine with some thread but you might also try quilting needles and top stitch needles which have larger eyes in them. If you are using metallic thread there are needles for that. I also keep some blue jean needles on hand for sewing that I do with denim. I find that 80 Universal needles are generally my go-to needles for most anything. I generally buy Schmetz brand. Changing your needle frequently is also important. Sewing dulls needles and when needles get dull not only do they have a difficult time piercing the fabric but can damage the fabric and your machine (bobbin area) in the process.