Prism99 is right on the money. I big stitch almost all of my projects and love the look and the speed of it.
I personally use Perle cotton in size 8 or 12 or 12 wt thread. I like my needles long, thin and very sharp and Thimblelady XL's mentioned above are great for all but the heavier threads.
As Prism99 mentioned, you don't want to use Warm and Natural as it is very difficult to hand quilt through. Not impossible, but your hands won't like you when you are done. Hobbs, Quilters Dream or Pellon 90/10 are much easier. I am going to try wool on my queen size for my bed as I hear it is a dream to quilt through, just pricier. I won't use poly for a number of reasons even though it is easy to hand quilt as well.
I would recommend watching Jo Glover's series on big stitch quilting on YouTube. She is very informative and does beautiful work.
Please post pics of your progress!