I wouldn't recommend rayon thread as it is much more likely to wear badly.
It's important to know whether you are trying to do free-motion quilting or straight line quilting with a walking foot. If you are using a walking foot, the problem could actually be the walking foot. They do go bad eventually. If you are FMQing, then I have to wonder if you have a bad batch of needles. Try a needle from a different packet, and also try a bigger needle. If you are breaking needles with FMQ, then it's highly likely either that the thread tension is way too tight or the needle is too small for the thread. In both cases (and also if you are moving the quilt too fast in relation to speed), this will cause the needle to flex near the point and break.
Last edited by Prism99; 12-06-2015 at 12:39 PM.