I really like SoFine #50 by Superior--it's not a cotton thread, but really buries nicely and just shows lots of texture. I do like the Glide thread when I want more contrast--I find that I must use a cone net to keep the tension even when I use it. If I'm doing micro quilting I really like Magna Glide pre-wound bobbins--you can get so much quilting done on them!
I've used CT threads on my DSM and find them very linty so don't use on long arm. I do sometimes use YLI or Superior cotton (King Tut) but again more linty. If you are wanting a matte finish and less expensive, you might want to try PermaCore--it's poly but looks more like a cotton, very nice finish and not as expensive. I always buy cones as it's cheaper in the long run.(unless it's a weird, one time only color!)