Ok you only mentioned embroidery. If you are making something that will not be washed a lot the Rayon threads are greatand they do seam to have a bit better shin, but it you are going to was a lot more like a blanket or kids clothes you should use the polyester threads fr the rayon ones will dull with washes and not wear as long.
You can use many different threads on your machine... you just have to use the right needle with the right thread for the fabric you are using. Cotton embroidery thread is so nice for tes towels too. Looks more natural woth the cotton towels.
Pre wound Bobbins are good for machine embroidery but dont use for reg sewing. It is a fine threads so you don't get the build up on the back of embroidery work.
Good luck with your future projects.