okay, well i didnt read all of the above, but i will share my personal embroidery machine experience
i bought the Brother SE-2700 Disney Embroidery and Sewing machine at the beginning of May for 400 at wal-mart.
the water soluble interfacing i use is about 1.70 a yard, and works fantastically. i also use different kinds of polyester threads, depending on the cost, i have some sulky, that i got on mad sale from a store that was closing, but mostly i just use the 1.84 a roll stuff they have at Wal-Mart. Joann's is currently having a sale, and had it not been closing time, i would have bought MUCH more thread today, but alas, i have nearly 40 bolts to get cut, i couldnt lollygag.
i sew everyday, every single day, for many hours, i also embroider 3-5 times a week, on various surfaces, some very intricate images. i have only had thread problems when i am in a hurry, and i dont install the thread properly (although, it is a drop in cassette, automatic threader, so you can imagine how not paying attention i would have to be to mess it up!)
it comes with 5 fonts, in various sizes, and one monogram font. plus about 70 other images (disney for about half, the rest, kinda a sampler) and you can see all the images available on the side of the box.
it comes with every foot you could need really (except a quilters 1/4 seam allowance foot, but i will find one, i vow it)
its the most user friendly, easy to use piece of any equipment i have ever owned (trust me, thats saying something) and it stands up to my abuses pretty darn well.
while it is an expensive hobby (not because of what you HAVE to buy, but what you will want to buy) it is definitely worth while.....my husband had to talk me into buying it, but now i cant imagine living without it. just last night i bought more fabric than i could use in a year, because im obsessed with sewing and such.
any machine that can cut through 3 layers of denim (thick) like butter is worth its weight in gold...lol
good luck, and have fun with whatever machine you find