I frankly prefer a poly when I long arm. SoFine #50 is my "go to"--it's available in a wide range of colors, not linty, sinks well into the fabric and is fine enough to allow dense quilting without being "thready". I also like Permacore for the same reasons. Glide is nice for a sheen, and I'm like others that i like BottomLine in both top and bottom (although it took a few tries to get the bobbin so it didn't wind too tight!) and just found MicroQuilter (#100 wt) by Superior and LOVE it for micro quilting. As you can see I like Superior threads. for some reason I have a harder time getting YLI threads adjusted on the tension--may just be me. I don't particularly like #40wt cotton threads--they seem to not sink into the fabric and are so linty, and there's more breakage. I find that machine embroidery threads are such a pain--they break constantly (I like quilting fast so that's the problem).
On Aurefil--I just bought my first spool/cone for piecing and very disappointed! It may be the crosswind of the spool, but my DSM won't play well with it at all! What an expensive disappointment.