Relax, It's Not a Competition
You may have noticed some thread manufactures make threads in either rayon or polyester. Or others, such as WonderFil®, will make threads from both options. So which one's better? The truth is, neither of them is "better" than the other. Each material has its own unique properties and you should choose the thread based on what you want to achieve in your project.
Rayon
1. Has a natural gloss that carries across the stitching or embroidery.
2. Softer to the touch in comparison to polyester, leaving fabric more flexible when densely stitched.
3. Not recommended to use with bleach or on projects that will need to endure abrasion or long periods of moisture.
4. Weakens when exposed to moisture, and should therefore just be used for decorative elements or quilting (ex. quilting wall-hung quilts or art quilts, decorative elements on a quilt that isn't holding it together structurally).
Polyester
1. Has an artificial gloss where the light is more fractured in appearance.
2. Is rougher to the touch in comparison to rayon. Leaves fabric feeling stiffer when densely stitched.
3. Resistant to bleach and can withstand light bleaching. Resistant to abrasion, mildew, and most chemicals.
4. Keeps its strength even when exposed to moisture and can be relied on to hold projects together when used for construction (ex. edge to edge quilting, piecing, etc.)
So Which One Should I Choose?
Keeping in mind each material's properties, you should choose the one that makes the most sense for your project. Rayon has a nicer shine than polyester. So if you're doing some machine embroidery on a shirt collar, appliquéing a piece to a bed quilt, or doing edge-to-edge quilting on an art quilt that will only be wall hung, rayon is a great choice.
On the other hand, if you're machine embroidering a uniform that needs to be bleached in the wash or go into an industrial washing machine, or you're doing edge-to-edge quilting on a bed quilt, you may want to opt for polyester.
Rayon thread used for machine embroidering this cathedral window style table topper.
Polyester thread used for machine embroidering some fun iron-on patches.