I've heard that you should used cotton thread with cotton fabrics as well, but then I've also seen some well known quilters that say it's not necessary.

If you do want to stick with cotton thread then I suggest Connecting Threads. It's not expensive at all and seems to work well. It may be a bit lintier than some of the more expensive cotton threads, but I just clean out my bobbin area every time I change it and haven't had any issues.