I use Marathon. I love the way that it stitches out. I have very little thread breakage. It also is much cheaper than all the others.It washes very well and has great shine to it(poly)they also have rayon,varg,metallics. Very Good.
My preference is for Sulky then Robson Anton depending on the shade I need and which company I am ordering from. I certainly keep away from Madeira which is not embroidery friendly.
I have to admit that I have a bit of almost everything. I like the Isocord, although it is a touch pricy (unless you get it on sale). I have a bunch of Sulky, some Robinson Anton, Mettler, Belding, Coats and Clark, Poly-Sheen, Talon, Corticelli, and a bunch that is unlabled that I got from a commercial embroidery company when it closed. I sometimes think that I may never have to purchase thread again! And then I find a project that needs a color that I somehow don't yet have, and so I buy some more. =]
I use Sulky. My DH bought me a box w/ 8 dozen spools when I got my embroidery machine and I love the way it shines. Some of the other brands are making theirs more polished looking. I know that the people who sell my machine (Bernina) reccommend Mettler. They say that it can be bleached and Sulky can't. I don't find the need to bleach very often, so it doesn't bother me.I also can buy Sulky in bulk spools wholesale.
I use Robinson Anton Rayon thread and it is the best I have found so far. It dosen't break like so many of the others I tried and it has a very nice even finish
Would love to hear from others