The only thread my machine will not use is Coats and Clark Dual Duty. Anything else goes. I generally use the same thread for piecing as for quilting - a 50/3 cotton. Right now I still have a boat-load of Connecting Threads cotton thread. I use the neutrals for piecing and the colors for quilting.
When I get more daring, I have some 40 wt polyester for quilting.
Many of the teachers swear by Superior Threads Bottom Line and So Fine for the bobbin and I am going to test that out.