this is a link that charlie posted of a place in the UK:
http://www.farnell.co.uk
for ground and power it is best to use 22 awg
for data 30 and 32 awg wire is the way to go, I use 30 gauge insulated wrapping wire which is a good wire to use unless you have a v4 and below, then it becomes a bit harder to use this type of wire on the cd/dvd controller.
I get this stuff at radioshack (a couple of blocks from where I live): here are pics
22 awg and
30 awg
don't know where to get it in the netherlands