Great discussion! Currently I'm using two machines, an older Baby Lock and a new Sapphire Husqvarna. I was also told, way back when, not to use C&C but my Baby Lock loves it. In fact, I sometimes have trouble with more expensive threads.
However, with my Husqvarna, I use Madeira almost exclusively because, once again, the dealer told me not to use C&C and, given the price I paid for the Husqvarna (pricey for me!), I use the better thread.
Guess its a matter of what the machine likes and what you can afford. I should also add that I'm diligent about having my machines cleaned professionally once a year.