I don't see anybody mentioning my favorite thread, Presencia! It's thin and low-lint like Aurifil, but it's 3 ply instead of 2 ply so it's stronger. It was recommended to me in a quilting class when my Aurifil kept breaking when trying to sew through a quilt sandwich that had a layer of interfacing adhered to the top with quilting designs on it. Someone let me use her cone of Presencia and no more breakage!
It's even MORE expensive than Aurifil, but since I use it for piecing almost exclusively I just bought a gigantic cone in a neutral color. LOVE it.
I still use my Aurifil for piecing or when I want topstitching or quilting stitches to "hide".
I also really like the Connecting Threads cotton - it's so inexpensive that I can afford to have a spool of every color on hand, which I love. I use it for quilting that I want to have show, or any sort of decorative topstitching, or any time where having a very thin thread isn't necessary (like making bags/totes). Yes, it's linty compared to Aurifil/Presencia, but it's still good sturdy thread and my 6600 doesn't kick up a fuss about it at all. And the price simply cannot be beat!