Just wondering if I need to use different thread in my sewing machine when I do machine quilting or is it all the same for piecing and quilting?

You can use the same thread if you want to or you can use heavier thread for a more bold look or a finer thread to disappear more. I use whatever gives me the look I want.

I use 40 weight so the threads don't break with use. I only use Superior threads.

I use whatever makes my machine happy! Mostly I like to quilt with Aurifil or Wonderfil - they are 40 or 50 weight I think. But I also use Gutterman and YLI. I could probably quilt with Coats & Clark, but it uses so much thread that it's cheaper to buy the other brands than to get a several spools of Coats & Clark.

This is so true, I was going to say the same thing! A 40wgt is a good 'happy medium'. I use Superior and Sulky