I have used Brother, Floriani and Exquisite brands EMB thread for quilting projects and applique ones too. I also use the pre-wound bobbins if the color is a good match for the backing fabric. You can also wind the EMB thread and use as bobbin thread if you want to match threads.
The Brother thread seems to take some effort to break by pulling with your hands. Our LQS did a thread break demo one day and Brother won.