I generally use cotton thread in neutral tones - beige or grey, but for the piecing, I have on occasion just used up what was on the bobbin. Now I do try to match the weight of the bobbin and top thread.
I like Star brand thread and the big spools from Connecting Threads.
Once I read a horror story from a beginning quilter who had used a serger cone thread to do all her piecing and when she pressed her blocks, the thread melted and she undid all her work. Not sure what the fiber content was - but it had a low melt point.