I don't use sheets because I read somewhere that they can be tough to quilt through. Whether that is true or not, I do not have any real interest in finding out.
As for thread - I mix it up. I have one quilt done with polyester thread and it is being washed to death. None of the seams are coming apart due to the thread - and believe me, that quilt is well loved. So I am not worried about the thread as long as it is not old thread. THAT I won't use.
As for the appropriateness of this topic. From my own point of view, I do not tell others what they should and should not be interested in. Sounds too much like the quilt police. I think it's a good question REGARDLESS of how the OP feels about using sheets herself.