I use Gutermann Sew All all the time but then I am dressmaking and not quilting. Also I prefer the Gutermann thread as it is consistently good and certainly less hairy than some other brands. By the way our machinery is often very expensive and it really does pay to only use decent thread and certainly decent bobbins that are specifically made for your particular machine. There is always a chance when using something other than say own brand bobbins that you get one that is slightly out of line with something or other and this could cause problems within your expensive machine, and thus could invalidate your guarantee. The same applies to using feet that are not specifically made for your machine.
Back in my school days the only thread around was either Sylko or Coates and these were mainly available in a size 40 thread. Occasionally you could get a 50 in the Sylko. These were much thicker threads than those we use today.
I also prefer to use a good branded overlocking thread, I dislike Moon thread as it is too hairy, however the thread I loved was a Belgian thread which was discontinued years ago and I then found one by Amann (Mettler Group) but I find getting that now is also difficult.
Due to the amount of work we push through our various machines, they do deserve to have the decent thread. Back last year I was doing a lot of scalloping using Gutermann thread, and when I had finished the amount of debris and dust around the needle area on the machine was very noticeable and shocked me, if it was like that on top of the needleplate, what was happening underneath.
By the way it is the same with needles, Schmetz are the very best, and if you cannot get these then get the needles that came with your machine - there are far too many cheapy needles around and it is not worth the risk of damaging your machine.