A lot depends on the brand of thread you buy too. King Star metallics have worked the best for me. The other thing that really help...and I know this sounds crazy but....thread the metallic through one of those styrofoam type popcorn packing pieces. I just thread a needle and push it through one piece of popcorn. Then thread your machine. I have my popcorn piece just before the thread enters the very first thread guide before going into the tension disks. I learned to do this from the Martha Pullen Board.
If I'm not using King Star thread, I also use Sewers Aid. Also, use your regular bobbin thread in the bobbin.