CKCowl is absolutely right about the fabric also creating lint in the machine, some fabrics more than others. I know this because I'll find puffs of green lint from green fabric in the bobbin, and I'm using white thread.
That is not to say that I have not had some threads create lint problems. Creative threads was the worse. I finally switched to Aurifil 50wt and I now have very little lint.
Mettler 60wt and Bottom Line from Superior threads are other threads that I've used with very little lint.