Wire choice is heavily dependent on the current draw from the battery, how long the cable is, and how much wire loss you can tolerate. I used 18 AWG speaker wire (1.024mm diameter for you metric guys) which I had lying around to power my triple SSC P4 light from a 7.2V NiMH Sub C pack. It draws 1.6 amps from the battery. The wire resistance, according to some tables I can find, is about 7 milliohms per foot for 18 AWG wire. At 1.6A, this means I lose 11.2mV per foot. Times this by 5 feet and the total cable loss is 56mV. This is a mere 0.15% loss of voltage, which is very acceptable. I could probably go with a thinner, cheaper wire if I wanted to, but since I already had this cable, it was essentially free.