I've done it both ways, but more often I plan to use different weights & colors of thread throughout the quilt. I do use all 100% cotton threads but that's the only thing I keep consistent. I try to switch thread color by quilting motif/area. So I may switch at the border -- or if I am doing feathered wreaths, curves & circles, I might do all the wreaths in a different thread. Generally, though, I only buy quilting thread in neutral colors. If I switch to something else, it's because I already have that color for my applique work. I piece with only 3 colors: grey, cream/light beige & if working with bleach white fabric, white. I quilt with those 3 colors plus black so I never feel bad about buying more thread in one of those 4 colors. But sometimes it's nice to add a pop of color in my quilting and fortunately, I have around 25 colors to choose from due to my applique threads.