I wind my own.
Not keen on pre- wounds for my machine (it cost way too much money for me to risk the cardboard type). If I had a multi-needle machine it would probably make sense, likewise for a commercial enterprise.
My machine has a separate bobbin winder so I wind bobbins whilst supervising / monitoring the machine whilst it's stitching the designs. It doesn't take long to wind 6 or 7 bobbins at a time.
Generally, 60wt bobbin thread / bobbinfill / bottom thread (white, black or grey) used with 40 wt Rayon embroidery thread or 40 wt Polyester thread.
It's worth finding a bobbin thread that is even and smooth, not lumpy or hairy, even if it costs a little more than some of the 'bargain' offerings.
Suggest learning the ropes with rayon 40s and when you're happy with hooping, matching stabiliser to fabric, needle sizes, trouble shooting, and working with a range of fabrics and two or three embroidery styles, then try a range of polyesters.
No need to go bonkers with a full range of colours early on - it's worth trying out spools from different brands to see which you prefer. Later on you'll have a better idea of the shades you like to use most often. There will be the ones you use most often and several that you use occasionally. No point in spending money on lots of shades you rarely use if ever.
Same goes for stabilisers - try out the starter packs from different brands and choose which you like and you 'll soon discover which hoop sizes you like to use most (which can affect your choices if you buy boxes of precut stabiliser. Mostly I use a medium cutaway from a roll (it's a wide one because I really like large designs so use the large hoops), also a nice mesh stabiliser and two types of water soluble stabilser (one for lace, cutaway etc. and a film for toppers which is usually used over a fine net to hold piled fabrics down under the stitches). I have a small supply of a few other stabilisers - often from samples, for occasional use if needed.
Just a thought - if you plan to embroider some items of clothing for children / tots / babies then get a couple of samples of iron on backings to cover the underside of the completed embroidery and decide which you prefer.
Enjoy, enjoy, enjoy