I have a tendency to just use whatever wire I have laying around. In college we had a required engineering lab that involved lots of resistors and gates and stuff, so I had some non-stranded 22AWG (or was it 24?) laying around on a spool and I've been using that up. I'll have to get more for my next mod.
My advice is to use NON-stranded wire. There's less chance of the solder point going all weird, or of the wire only sticking on some strands, or of a strand breaking midwire.
But really, you're not putting any voltage of any consequence over these wires, so anything will do. Well insulated, and thinner than 20... ought to do the trick.
- Gurm