I've used Aurifil in the past, can't say if i had problems with it or not. I've also used Connecting threads, King Tut, Omni (my go to thread) and Missouri Star. Luck is with me in that my machine really isn't picky.
I also know that it's possible to get a "bad" spool of thread from a manufacturer that either knots or keeps breaking, wasteing half of the spool before it starts to behave again. It's the luck of the draw sometimes.