what type and gauge of wire do you use/suggest and where do you get it?

It really doesn't matter much, use whatever you can find and is small enough, just make sure you match the size of the drillbit to the size of the wire you use. Personally I mostly use paperclips as they're easy to come by, and come in a few sizes, I just buy the drill bits to match those.

I agree, I typically use paper clips as well. Cut them down to size and match a drill bit. If I need something thinner, I also have piano wire that can be clipped down to size.

I use flower arranging wire mostly and then paper clips for metal / heavier models.

This is the stuff I use to pin plastics, it can be bent if needed, isn't too thick (good for "thin-footed" minis), easy to cut and lasts quite a while

https://www.hobbycraft.co.uk/oasis-green-hobby-wire-25cm/569658-1000