Go to
http://www.superiorthreads.com then to education and then to thread reference for a guide to their threads. There is good information here on tension settings as well as needles and threads.
Everyone has their own preferences, depending on the task and what products they market. I like polyester for general sewing & polyester (like Isacord) for machine embroidery.
I use Bottomline or OESD's bobbin thread for the bobbin when machine embroidering. I quilt with Masterpiece in the top, Bottomline in the bobbin. They are fine, lint-free threads, worth the money IMO. OESD's bobbin thread is a little lintier.
If your machine has a bobbin sensor, you may choose to turn it off when using Bottomline. The bobbin sensor on Berninas is calibrated to use with polyester. I was getting error codes continually, then consulted with the LQS about this.
Keep reading blogs by the award-winners about what threads they like. Most of them that I've seen like a really fine thread for dense machine quilting. As Alex says, as we get into this love of quilting (& embroidery) our thread stashes match our fabric stashes.
http://www.Threadart.com has inexpensive polyester embroidery thread. I have never had a problem with their threads & they come in a huge array of colors. I've filled in some gaps in colors with their threads. I don't know if they are bleach resistant like Isacord, but I wouldn't bleach anything but washcloths anyway.
Nylon and polyester monofilament have always given me fits, That could be a whole thread in the forum by itself, depending on the machine you are using.
Although we can spend some big bucks establishing our stash of threads, they last a long time, and, they are soooooooo pretty to look at!