I have used every thread imaginable with great results...until now. I have a newer machine now and I'm starting to understand what people mean about "not liking threads". They don't make tensioners like they used to, apparently. The only thread I'm currently having trouble with is when I tried to quilt a sample with my variegated serger thread. I love that stuff, so I was appalled.
I may just go the industrial route for my next machine, a machine with an old fashioned tensioner. I have a circa 80's Gammill that will take whatever I throw at it with ease. Metallics, serger thread, whatever. My Pfaff 7550 is the same. The only trick is to make sure and use the right needle to match the thread. You wouldn't try and roast a turkey in a teacup right? It's the same concept, LOL.
...but sometimes the current model machines can be finicky.
My philosophy is use the thread that you enjoy using and can afford. 20 years ago when I first started quilting, people weren't even talking about which thread to use. Thread was just a given. I'm hoping those days come back soon.