I don't enjoy using 100% cotton threads like Aurifil because of the lint. I usually use a thin poly (like Bottom Line or So Fine) for piecing. For quilting I use whatever thread will give me the effect that I want to achieve. If I'm just doing edge to edge rather than custom quilting, I find that either Glide or Isacord work great with few issues and virtually no lint. For more decorative effects I like to use various metallics, silk, threads that are super thick (think 12 wt.), super thin (think 100 wt.), etc. just depends on what the quilt wants when I go to quilt it.
Some threads require more adjustments of tension, stitching speed, etc. when quilting than others, but I've found that all my machines do well with just about anything I throw at them.
Rob