I use Gutterman Hand Quilting Thread for almost all my hand quilting projects, including my big turtle quilt that is entirely hand quilted.

TIP: My quilting instructor taught me to thread several needles onto the spool at once then I just take a needle and pull out the amount of thread I need and cut it off leaving all the other needles threaded onto the spool. I used to thread several and put them in the pincushion but then I would end up with the threads getting tangled together.