As sewfunquilts said, don't use a hand quilting thread. The standard for most piecing / quilting threads is a 50/3 weight thread. I have a couple friends who use the all purpose threads, because their machines don't like the 100% cotton. My personal preference is to use 100% cotton for piecing and quilting. Gutterman is a good quality, medium priced thread, and I stock up when JoAnn's runs a 40% discount. It works well in all my machines (I have 4 Berninas, 3 Singer Featherweight 221s and a Singer treadle). My sister likes the threads from the Connecting Threads website. It is very reasonably priced and comes in a multitude of colors. The most expensive thread I've used is made by Precensia (a company in Spain) and is a 60/2 weight thread. I order it from Harriet Hargrave's website.
Just remember, the better quality the thread, the less lint is created, which means you spend less time cleaning under the feed dogs.
I use mostly neutral colors - white, beige, taupe, grey and black - for piecing, then match the threads to the top and back when I quilt.