Homedepot/Lowes stuff does not work. It's meant for industrial/reno-type wiring. The shielding is very, very stiff and very hard to work with.
Homehardware actually has decent "hobby" wire. 16 and 18AWG works fine. The 16AWG stuff is ok and so far has fit the reinforced mechbox shells that I've tried it in (Guarder/G&P/Systema). The 18AWG should fit just about anything.
The Source Circuit City (aka Radio Shack) sells hobby wire as well...but the shielding on the last batch that I bought was really crappy and would split at bends sometimes. Might have been a fluke batch...I didn't go back for more.
Speaker wire works.
"RC" silicone wire is ok...a bit too floppy. The insulation can be very thick. I've nicked several installations by putting in 16AWG wire and closing the mechbox. Really, really tight fit with 16AWG silicone shielded wires.
Hope that helps.