A lot of professional and award winning long armers use poly thread. It doesn't lint up their machines and it's strong and can take the fast speed. But the award winning well know quilters use whatever thread that they are spokeperson for! So I don't put much stock in their choices. Connecting Threads cone is a great value. I like the new Glide thread for machine quilting. It's from FilTec and not expensive.
http://www.bobbincentral.com/Quiltin...lies_s/233.htm
If you don't have a cone holder, use big jar to hold the cone.