I'm not sure I understand your question "sewing a quilt".
If you're talking about piecing the patches together into an unquilted top, I use Bottom Line, which is a 60 wt (fairly fine) polyester. I like 60 wt because I often piece very small patches together, and fine thread helps maintain accurate seam allowances.
If you're talking about quilting the top, batting, and batting together, it depends on the quilt and the effect I want.
If I want the piecing pattern to be the star, I would choose a finer thread, like Bottom Line (60 wt) or Microquilter (100 wt). This would have the effect of the quilting fading more into the background and letting the fabrics and pieced pattern shine.
If I want the quilting to be the star, I use a thicker, heavier thread such as King Tut, which is 40 wt. Thicker thread gives more definition to the quilting pattern.