In general sewing, the rule of thumb is to sew polyester fabric or polycotton blends etc with a polyester thread, and cotton fabric with a cotton thread. I would not sew my cotton quilting fabric with a polyester thread as the thread is very strong and may in time cut through the fabric. I have also learned through experience that cheap thread does not always agree with certain machines. I agree with finding a thread which both suits your particular project and is compatable with your machine.
Gal