I started with Gutterman, but then someone told me about Aurifil for piecing and I have been using it every since. I have some old Coats and Clark (C&C) that I will used for buttons or a similar repair.
I have tried some other brands for my DM, but Aurifil seem to be my favorite, no matter if it's my 8900, my 221, or my 301. I may have to try the Connecting Threads products, since I have seen a lot of good reviews.
I also prefer to use poly in my LA (Innova), usually Glide or lately, Magnifico/Fantastico as well. I have used cotton, like King Tut or Cairo, and poly wrapped Omni, but find they all tend to be too linty for my liking.