BKrenning

I use Coats & Clark Dual Duty or XP for most piecing on the top. It's supposedly 50 weight but seems thinner than the 50 weight machine quilting thread. I use prewound bobbins 2 ply 60 weight, for piecing and most quilting. I will occasionally use the same 50 or 35 weight quilting thread in the bobbin if I want the threads to match or if I'm having trouble getting the tension adjusted.

Robison Anton makes a very nice 50 weight cotton that just flows through my machine and costs much less than King Tut which is also very nice but I have to use a larger needle for it as it seems thicker than 50 weight. The Robison Anton is harder to find and has fewer color choices, though :(

MadQuilter

I use the same most of the time (40 weight). Sometimes I venture into fancy threads for quilting one that is a little thicker.

Scissor Queen

It depends on the look you want what size of thread to use for quilting. If you're going to do something like micro stippling a size 30 thread is too big. If you want the thread to blend in and disappear you use a finer thread. If you want your quilting to be bolder and stand out more use a heavier thread. No one thread fits all quilting!

For piecing the slightly finer threads are great because they don't take up as much room in the seam.

SuperiorThreads

Generally, you would use a cotton 50 wt thread for piecing. The cotton can take the high heat of an iron and the 50 wt is good for keeping the 1/4" seam true. When quilting you can go from a 60 wt (for texture or when you don't want to see the thread) to 30 wt or thicker (when you want to see the quilting).
Ricci

Farm Quilter

If you really want a thread education, check out: http://www.superiorthreads.com/media...low_Charts.pdf

This will give you more information about what thread weight to use for what task. There are numerous different topics about threads at http://www.superior.com under their education tab.

lfletcher

I use Aurifil to piece, but generally use a heavier thread for quilting. I also like to use some of the polyester with a sheen for quilting. I am not partial to any particular brand.