Cotton thread, cotton batting, and the bits that go with them.
Most people piece with 50wt. Mettler Silk Finish is the one that gets reached for, and the Coats spools at $2.99 do the same job for less. Go to 40wt if you want the quilting to show.
Batting is Quilters Dream, Request for thin and Select for everyday, in every size from craft to king. Binding and interfacing are here too.
Ships nationwide, and both shops have the thread wall if you want to hold the colour against your fabric.
