Instead of getting my craft wire at a craft store, I get it at the hardware store. It comes in greater quantities, and it's WAY cheaper. Craft stores always overcharge. Also, avoid aluminum wire at all costs. I had some once because it was even cheaper than the others, but aluminum tends to break, which was a surprise.
I use galvanized Steel Wire. It usually comes in a 75ft pack. On this Rainbow Dash, I used 20 gauge (.88mm) I think it's made by AnchorWire (18, 20, 22, and 24 are all pretty decent gauges. But 20 and 22 are the easiest to work with in my opinion)
Hope that helps! If you have any other questions feel free to message me anytime