I think you find out eventually what works best for you and your machine -- and you stick to it! Give in to the machine and don't try and make it do things it doesn't want to do.
With my current configuration of machines, I'm using So Fine poly 50 for everything... piecing, top and bobbin, quilting... I've been quite happy and able to do everything I want to do. I bought a huge lot of it from an auction, probably at least 10 years worth of thread or more.
I am (still) looking for a new main machine. Pretty close now to what I want and I think the tax return is going to pay for it... Still don't have the long arm set up. I am hoping that I can continue using my thread, but I am prepared to try other weights and brands and fibers and etc.