You will probably get a lot of ideas and opinions about this. Just when I think a product is meant for just one type of technique, somewhere out in the quilting world uses it for something new and wonderful.
For me, I use the heavier wt threads when I want my machine quilting stitches to show. So if I want to do some free-form stippling and the thread will add color as well as texture, heavy wt threads are great.
If I want to have the texture of my machine quilting to take front stage, then I use a lighter weight thread. An example might be a feather motif surrounded by some tight and tiny stippling to make the puffs stand out. Any areas where you retrace over lines you have just stitched will have less thread buildup.
One of the shows that showed machine embroidery with the long arm machine would be a great idea to use the heavier wt threads because you are not really retracing but sewing rows of stitching side by side to fill the space with color.
have fun!