I forgot to answer the question. As far as brands I'm not seeing much of a difference when I use most of the more well known ones. I like coats and clark even though when I was at the Bernina class they told me it was bad. Oh it is not!!!! I know from experience there are cheap bad quality threads and you will know it when you try to use one.
One difference I have noticed is there is a nicer result using cotton machine quilting thread to quilt. It does look nicer.
I also think that sometimes it doesn't come out as pretty in the end if the fabric isn't the best. Sometimes you can see it going from one block to the next in the same quilt.