Once I tried Aurifil, I was hooked and use it for both piecing and quilting. It is very smooth, so there is much less lint buildup in my machine. Plus, it looks great! The weight I am using is 50/2. Before that, I used Mettler silk-finish cotton 50/3 most of the time. Especially for close quilting, I found that 50/3 stiffened the quilt more than I like.

I use Coats & Clark for piecing and I use Coats and Clark machine quilting thread 30 weight for quilting.

I have used Gutermann, aurifil or superior mostly, but I when I have stitched in the ditch and didn't want anything to show I used the Mono Poly wonder invisible nylon thread from YLI. I like that, too. The old invisible thread was hard and like fishing line. This is soft and acts like cotton, but is invisible. I also just got a new brand from my LQS. It is called Algodon Presencia Algodon 100% Mercerized cotton 60 wt. I LOVE IT. There is no lint and it just sews beautifully. So this may be my go to thread from now on.

Superior thread is my favoriate. But use alot of others as well.

I have a few favorites, and like them all for pretty much the same reasons. They are all "clean" threads, meaning I don't have a lot of thread fuzz build up in and on my machine, I don't have a problem with breakage or separation of ply when they move through my machine, and they have a nice sheen to them which looks great especially when quilting with them.

My fav's are (in no particular order): Aurifil, some Sulky, Superior King Tut, and Gutterman.

There are a few others that I have and like, but I'm not home so can't remember all of my thread names right now.

Two that I don't like off the top of my head (because they failed in some or all of the above categories): C&C and Connecting Threads Essential thread.

I don't like Coats & Clark at all! Gutterman works well for me. I also like Superior.

Good 'ole Coats and Clark Dual Duty

i use silk for applique- and hand piecing, it is smooth, fine and makes invisible stitches easy
cotton for some general sewing, just a basic sewing thread
poly (mostly) for long-arm quilting it is strong- smooth- and available in a wide range of colors, weights
wool for wool applique, some crazy quilting embellishment, couching
purl cotton for more applique, embellishment, hand work

Auifil is my new favorite. Used to use Guterman and Mettler but love Aurifil now.

Gutterman, Mettler for piecing. Have used some sulky for FMQ Practice that is nice. Haven't tried any other brands out there other than Coats and Clark which I don't care for. Don't have a favorite, my machines are not picky