It depends - if I want the quilting to stand out (like in a plain block) I use a heavier thread and maybe a contrasting color. If I want it to blend in I will use a lighter weight thread and color match to the area I am quilting (though I have been known to use wite thread and paint the stitches to match the color if the fabric is patterned). I have also used metalic thread for emphasis. Thread weights I use are 40, 50 or 60 normally - and I also use poly instead of cotton for durability.

I'm not sure I understand your question "sewing a quilt".

If you're talking about piecing the patches together into an unquilted top, I use Bottom Line, which is a 60 wt (fairly fine) polyester. I like 60 wt because I often piece very small patches together, and fine thread helps maintain accurate seam allowances.

If you're talking about quilting the top, batting, and batting together, it depends on the quilt and the effect I want.

If I want the piecing pattern to be the star, I would choose a finer thread, like Bottom Line (60 wt) or Microquilter (100 wt). This would have the effect of the quilting fading more into the background and letting the fabrics and pieced pattern shine.

If I want the quilting to be the star, I use a thicker, heavier thread such as King Tut, which is 40 wt. Thicker thread gives more definition to the quilting pattern.

My Juki 2200 love Glide 40 wt so that's what I've been using. I really like the way it looks and the made in USA part.