I have been hand piecing since the early '80s when I started quilting. I use a 60 or 50wt thread for my piecing. Usually Aurifil or Superior threads.
joe'smom and sgreen511, this is the first time I have heard of using a 40wt or even a 28wt for piecing. I have always thought of them as thread for hand quilting .......... to heavy for piecing.