The threads that are sold as cotton quilting threads are mostly for the quilting part and not the piecing. Some of them (like the Coats & Clarks) are very linty.
I've used Dual Duty for most of the last 40 years with zero problems, like the older thread better but still using the new threads if I need the color. I'm switching over to Aurifil because my friend says the Bernina she gave me likes it best -- it's nice thread and I like it too! Since I mostly do scrap quilts, mostly I use can't match threads. With my vision issues, I can't see matched thread/fabric, so I typically use a beige and a light steel blue colors, one as my top and one as my bobbin.
I bought a large spool of white So Fine that I want to use for my piecing bobbins too. So far I'm having problems with that because the Bernina needs to go to the shop and the cheapo Brother I have as a backup has a broken bobbin winder and then the side winder doesn't like the big spool so no word to report on that.