Personally I prefer brass wire to anything else, especially in the smaller scales, (<= 60mm). Brass, if annealed is flexible enough for tight bends (90 degrees, usually with a pair of small pliers), and can be easily straightened if you make an erroneous bend; yet, remains rigid enough for applying putty to.
In the common small scales (1/35-54mm), I find that the following are good sized wires, allowing for all but the thinnest wrist, and working well for the spine and all the long bones.
Gauge 18 .040 inch, 1.02 mm, use no. 60 drill
Gauge 20 .032 inch, .85 mm, use no. 67 drill
In scales smaller than this I'd probably still use these wires for all but the arm where it joins the wrist, then something like a 23 or 24 gauge wire would work well, without leaving the wrist too thick for sculpting putty to, or cementing a drilled palm casting to.
Sources for suitable wire are pretty straight forward, Hobby shops being your best bet, look for the K&S Engineering display. Otherwise I'd Google, ' Brass Wire', (which I have done, only recently), and buy from whom ever is most convenient.
This URL is one example, (and a place I've used, though not a recommendation).
http://www.rjleahy.com/Store/wire/bwi.htm
Hope this helps,
Ray