With my students, I always ask if they want their stitches to show or not. If not, then match the color (if can't find the perfect match go darker for less visible). If you want the actual stitches to show, then use a different color. If you use the same color for everything, it will tend to blend together, but it will still show. I personally would rather match the colors to each applique and let the appliques be more the focus then my stitching. (FYI - I make the distinction between the stitches and the design. The design for quilting stitches will still show, just not the color of the thread.)