Both embroidery floss and perle cotton give you a showy stitch when you quilt with them. Embroidery floss has the advantage of easy availability and a wider variety of colors. The disadvantage is that it is 6-ply - there are six different threads wrapped together. It makes it harder to thread the needle and maybe I'm the only hopeless one here, but I seem to get loops in one of the little threads and so it pulls funny and unevenly from the others. Anyway, you can separate the plies (plys?) and 3-ply will give you the same effect as using perle cotton size 8. Use all 6-ply for a very bold stitch.
I didn't know if I was going to be able to find embroidery floss here, so I stocked up before we left the states. And then I found floss on sale for 11 cents a skein. Eleven cents. That's a steal. Had to buy even more. As it turns out, I can buy good quality DMC floss here, tho I've heard rumours that may change.
Perle cotton size 8 comes in balls. Larger perle comes in a twisted length almost like floss. I've never tried quilting with that larger size and I'm not sure if it can be done. Anyone tried it?
Anyway, when I talk about quilting with perle cotton, it's size 8 I'm talking about. You can usually find black, white, red and blue fairly easily; other colors at specialty craft, art, or thread shops.
This is the back of one of my quilts done with the perle cotton. And my knots - makes it look interesting. You can see how much thicker the perle is than the quilting thread.