I've yet to find a cotton thread that is 100% lint-free. So it's important to keep your bobbin cleaned before each project (and anytime I change bobbin or threads). I love all the colors - and especially the price of Connecting Threads thread and find that it is actually not as linty as others (and certainly not any worse). It really looks nice, and thus would highly recommend.
Buy a cone and see how your machine likes it!