I use metro thread
http://metroemb.com/store/index.php?route=common/home
it's 85 cents for a 1000 meter spool...goes through the machine great..and no lint to deal with!

I only buy large spools of thread as I go through so much. I buy when it is on sale 99% of the time. Check around you can get good deals.

Katherine Gurrier suggests using up the left over threads to quilt a scrappy quilt.using this method I would put one colour on the back.