Aurifil is my absolute favorite right now, 50 wt for piecing and 40 wt for topstitching. It seems expensive to purchase, but it really lasts a long time and doesn't lint much. My Janome 6600P loves it!

What about binding? I recently had a binding pop on a pretty heavy queen size quilt, so am re-thinking the cotton thread idea, but worried about poly wearing out the quilt fabric. I recently tried a cotton-wrapped poly, but the cotton seems to want to separate and clump. Any suggestions?