I enjoyed the thread in the last day or two about machine quilting and learned alot. One question I have is whether rayon or cotton thread is used when quilting by machine.

When doing machine embroidery (I haven't done this on quilts as yet) I do use rayon thread but have such a problem with it fraying at the needle and causing problems. What kind of thread do you use to prevent this?

i know lots of long-arm quilters prefer polyester threads. but i use many different threads, cotton (breaks alot), poly, rayon (for the shiny colors) silks, wools (also break alot) it depends on the project and what will work best.

You should try a larger needle.

Or a quilting needle with a larger eye opening

I love using sulky rayon to quilt with it gives a little shine plus they have so many variegated thread choices! Now since I purchased my bailey I have only used cotton,I was actually going to try the sulky today in the Bailey and see if they will play nice.

I love the colors I see of rayon thread but I was always afraid to use it for fear it would shrink so much because of rayon clothes I have had that shrunk to the point I could no longer wear them. I guess with thread it is not the same?

I use all different types of threads, basically what I feel works best with a particular project. I'm kind of interested in trying Connecting Threads matte polyester...just haven't ordered any yet.

I use Connecting Threads Essential Thread. Works great for me.

Depends on the project and how much wear and tear the item is likely to get. You need to use a thread that is strong enough to hold the whole thing together. The stitch police will say you should not use polyester and cotton together as it will cut the cotton. Depends on how long you want it to last...100 or 500 years?
As for the frayed thread - top stitch needles have a longer hole and are therefore less likely to fray the thread. They are very similar to metalfil needles (and I suspect, are the same needle with a different name). Both of these needles are the best to use for quilting as they have a groove at the back of the needle that accommodates the thread.