My favorite thread for piecing is Gutermans Sew All thread (100% polyester). It’s super thin which means you can
1 put a lot on the bobbin, thus refilling the bobbin less frequently and
2 there is a school of thought that thinner thread = more accurate piecing.
It’s not supposed to be as good as cotton thread for machine quilting, but I think it depends what effect you want. It’s so thin it just disapears.
I buy it by the kilometer and mark the date of purchase. So I know I have used one km of white piecing thread since Jan. 11th 2011. Ha!
The other new colors are ones I am out of – but I forgot navy blue!