Joanns has the big cones of serger thread for $1.99 I use it all the time for machine embroidery.

I have been purchasing them from ShoppersRule.com. They run specials frequently. I have also shopped at SuperiorThreads.com

I love Superior Threads , Yes pricey but worth it. Very Very little lint , and lots of types and variety. Their metalic thread is the best. Added bonus on every spool they have the recomended needle for best results. They have wonderful thread tutorials, very informative.
I had a sewing machine repair person once tell me cheap thread ( the lint and static produced) causes many machine issues.
I will admit that I have used the $1.99 stuff from JoAnns and it is very very noticeable the lint that comes off from their thread.