Instead of buying countless small spools of Coats and Clark thread, I buy the large cones of Maxi-Lock thread which has about 3,000 yards of polyester thread on it (the largest Coats and Clark spool has 500 yards on it). These cones last a long time and are great for many of the projects we do here in class and that I do at home.
In terms of the cones of thread, you can buy them at Queen City Sewing, Hancock Fabrics or even Mary Jo's in Gastonia. I was at Hancocks the other day and they had the solid colors for $2.99 each.
Just set up the stand behind your machine, put your cone onto the center pin and run the thread through the top loop. Then just thread your machine like normal...so easy and you will not run out of each color of thread quite so fast!