The other advantage is that it allows me to use the super thin size 11 and 12 needles that have impossibly small eyes. I actually believe the quilter's lore about smaller needles = smaller stitches. Although I have used bees wax to prevent the thread from tangling, I really prefer the Thread Heaven thread conditioner. It's not as stiff as the wax, but gets the job done.
UPDATE: I finally broke down and searched the internet for the thread colors that I want, rather than try to find them locally. That turned out to be an expensive decision. But by buying a "collection" I saved nearly enough $ to pay for the shipping ;)