Yeah, I actually just sewed some trim on with it the other day. I don't have too much problem with it most of the time. Yes, definitely use regular thread in the bobbin. Just go at a medium pace, with a medium stitch length and go for it!!
I've used it for quilting. I agree it's a pain. Something that helped me was to put the spool laying on it's side in an empty jar behind the sewing machine instead of on the spool holder where you normally put your thread. It helped it unroll easier and didn't break as much. And yes definitely use regular thread in the bobbin.