Jo Morton recommended a thread on her Yahoo group as being good for machine piecing without being too linty. Harriet Hargrave also endorses the Presencia brand thread. I bought the 60 wt, which is lighter than the 50 wt Star cotton thread that I typically use for piecing. Not only does the 60 wt take up a smidge less room in the seam allowance, it really does produce far less lint than my usual thread. I found the thread online at this shop, which has truly EXCELLENT customer service. I first bought a couple of spools just to try, then went back for a 4882 yard cone, which should last me a good long while (also on sale, btw).
If you like the 50 wt thread, they are offering a special on it this week - some of the colors are just $3.99 per 500 m spool.