When I think of a good quilting thread, I think of a thread that doesn't create much lint, has a smooth feel to it, I can get locally, is strong, not thick, and my machine likes it. Some machines do not like all brands of thread, or some colors in some brands.
There are threads that are made specifically for quilters. The ones Sandygirl mentioned are fantastic, but if you have to order them online, that's an added expense and you can't see the thread first before buying. That's an issue if you are trying to get a specific thread color. I know one teacher who told us that she buys a neutral color and uses it for all her piecing. If you have a quilt store near you, visit it and talk to them about what kind of thread they stock and why they use it for quilting. Also, the thread you use for machine quilting and hand quilting are different too! The thread I started out with was Dual Duty. It was 50/50 cotton/poly at the time. Now it is 100% polyester.