Much is a matter of personal preference. For piecing, I like Aurifil 50 top and bobbin. I tried using a polyester thread, but poly is more slippery than cotton. When chain piecing, I found that cutting between pieces often ended up with me losing a stitch or two unless I left quite a long space between pieces. This is because polyester thread is more likely to slide out of that last unsecured stitch. This was even more pronounced when I tried poly in both top and bobbin for piecing.
However, for quilting, I use only polyester thread top and bobbin for several reasons. One is that it cuts way down on the lint in the bobbin area. Another is that I like to quilt closely, and polyester thread -- even when densely quilted -- does not stiffen up a quilt the way cotton thread does. My new fave for quilting is Superior's Bottom Line polyester. Because it is fine, my quilting mistakes show up less.