after doing cindy needhams craftsy class where she shows the difference between blocks that were ditched first and ones that were just quilted i have made an effort to do as she says - every stinking seam. sometimes i get lazy and do almost every seam :-) .
i use a fine (50 or 60 weight) thread in a closely matched colour.
here is a link to her comments about it on her blog.
http://blog.cindyneedham.com/2012/09...room-time.html