This one is terrific - Clover Soft Touch Thread Pic
http://www.joann.com/clover-soft-tou...c/2359024.html I have one and it works really well!
There is another discussion on this topic with other suggestions, here:
http://www.quiltingboard.com/main-f1...s-t241358.html
Definitely try to remove as many loose threads as possible before sandwiching / sending out for quilting. They can show through the top. I do trim as I go and am pressing, and take a another look when pressing the completed top before sandwiching.