My Brother machines take all kinds of threads, so I don't believe in the 'best quality' spiel. There are some rubbish ones out there, but if it's smooth, fine and shiny, doesn't fall apart, it should be good.
That's what some of my friends think but I could tell the difference in their work then the one that used the best quality supplies. It does make a difference if I could see it and feel it, and I'm not an embroiderer.