I use Cotton, So fine, King Tut, am am going to try the bottom line in my regular sewing machines. With my Long Arm it was recommended to use the So Fine(less lint), also that the King Tut and Bottom line would work fine with it to just to thread differently and thread horizontal rather than vertical. I haven't used it yet but there is a Glow in the dark that I can't wait to try. Love Superior Threads Company!

For quilting, I use cotton, cotton/poly, poly, rayon embroidery thread, or what ever else catches my eye. I think it is a matter of personal preference.
For piecing I have been using cotton, only because I found a great deal on huge cones a few years ago, but when they are gone? I will hunt out another bargain :D:D:D