I use any hand quilting thread that is the color I want for any given project. Have used Gutermann; C&C; Americana (JoAnn's store brand). I usually buy my thread at JoAnn's unless I'm in a hurry and then just pop over to the quilt shop and buy what I want there.
I also swear by Thread Heaven! Coating any of the above threads with that product before you start stitching makes the actual quilting/stitching sooo much easier and there is far less tangling. Find it works much better than beeswax.