Using a fine cotton thread in both top and bobbin (Aurifil 50wt 2-ply) works best for me. I have tried experimenting using polyester thread for piecing. When using in both top and bobbin, I find that the stitches at the end of a piece are much more likely to loosen. On my machine, if I use poly in the bobbin and cotton on top, I notice that my seams do not lie as smooth. It probably depends on how picky you are and perhaps also on how your machine handles these threads.