I used to use Mettler silk finish, am changing over to Aurifil. Not inexpensive, but not too bad. I bought three spools yesterday @ $9/spool - but it's a 1,422 foot spool. If I'd wanted to wait, or needed a larger color selection, it's available for $7 from jhittle's (
http://jhittlesewing.funoverload.com/sewing/catalog.php)
I find I have less lint in my Bernina with the Aurifil.
As far as colors - I use cream, beige, grey or black, depending on main color in what I am piecing.