Aurifil was my piecing thread of choice but I was having breakage issues during a class taught by Harriet Hargrave so naturally I was educated on the wonders of Presencia. A class mate let me borrow a bobbinful of Presencia for the class and my thread breakage problems went away, and I've been a Presencia fan ever since!
Harriet sells it on her site, but Red Rock Threads has it for a bit less expensive (for the big cones anyway). It comes in 60 and 50 wt; both are 3-ply.