All I use is Connecting Threads thread. I've heard a lot of other quilters say that they love it too. Here is a link:
http://www.connectingthreads.com/thr...Thread--600902

If you don't want to buy online, then I would suggest Gutermann 60 weight thread. Here's a link to Joanns...they should have it in store also.
http://www.joann.com/gutermann-natur...d/xprd1130586/

For regular piecing and sewing, I always use the 60 weight thread. For quilting, you can use the same thread, but if you want your quilting to show up more defined use a larger thread...like a 30 weight thread. (they get thicker as the numbers go down...a 12 weight thread is quite thick, and a 60 weight thread is thinner.)

I stick with 100% cotton thread, but I've heard other quilters say they like polyester. So really, it's up to you to experiment and see what your machine and you like.

Gayle