A general FYI about cotton thread, cotton fibers come in different lengths, from short fibers (called regular staple) to long staple, to extra long staple. The longer the fiber, the better and nicer the thread will be to use. The longer cotton fibers cost a lot more, which is one reason why premium threads cost so much more. The regular staple threads tend to be fuzzy (which creates lots of lint build up inside your sewing machine), have slubs, and tend to break frequently, not only making sewing no fun but lowering seam quality. One key tip off that you are working with regular staple cotton thread is if you see it is a cotton thread with a polyester core. The polyester core is meant to stregthen the thread, but you still have the lint and slub issues, both of which can lead to lots of breakage while sewing. Not to mention the mess inside your machine, leading to more frequent servicing and other troubles.
Here are a couple links to thread quality info from Superior Threads:
http://www.superiorthreads.com/education/126/http://www.superiorthreads.com/education/316/