One of the things I find really helpful in my machine quilting, is to match the bobbin thread color to the thread color I am using in the needle. This means I have 100's of thread colors, both in top color and bobbin weight thread. As I mentioned before I like to use a heavier weight top thread when quilting, I figure if I am going to do all that work I want to be able to see the quilting. So the rayon #30 weight thread is my favorite, I also particularly like the bright shiny colors. This means I have to also have an assortment of bottom weight thread. I like to use a #50 0r #60 weight thread in the bobbin. This does two things, one it helps keep the bobbin thread on the back of the quilt, because it is lighter weight and so less likely to come through to the top of the quilt, and two by matching the color of the treads, if there are any thread tension issues, the color will not show on the front. but rather blend with the top color.
I like cotton thread for my bobbin the best, but I also use Bottom Line, which is a polyester thread by Superior. It is soft and comes in lots of colors.