I use stretched sprue and - at least for aerial wires - haven't found anything comparable. EZ line always seems too thick to me. Monofilament is awesome - I use it for rigging biplanes - but it really needs a way to be pulled taut, and that's just hard to do with your standard point-to-point aerial rigging. I've also found it can be a PITA to paint.
For stretched sprue, cut a length of sprue from a used-up sprue tree, hold it over a candle until it starts going melty, then pull it away from the candle and STRETCH! It's a bit hit or miss. Last night in the garage I probably went through 15 pieces before I got one I was happy with (I'm rigging a 1/32 Bf 109).
Once stretched, cut it more-or-less to length, and glue it at each end with CA. I've found having some accelerator on hand is a real lifesaver. The pump spray is overkill, but loaded into a touch-n-flow or just applied with a toothpick or old airbrush needle, it works like a charm.
Once glued in place, take a slow-burning something (cigarette, incense stick, fireworks punk) and hold it near-ish to the sprue. It'll snap taut and look awesome. I know some people who use just-blown-out matches, but I can never get them to work. Either they are still too hot and snap the sprue, or too cool and do nothing.
The "tauting" part of the process is intimidating, especially if you've never done it before, but it's really quite easy. Try it out on a scrap kit, and once you get a sense of how it goes it'll be easy.
This is what I was getting with monofilament before switching to stretched sprue...
And stretched sprue...
Bf 109E-7 1/32
Mosquito NF.II 1/48
Fiat G.55 Centauro 1/32
PV-1 Ventura 1/48
On the Bench: 1/32 Trumpeter P-47 | 1/32 Hasegawa Bf 109G | 1/144 Eduard MiG-21MF x2
On Deck: 1/350 HMS Dreadnought
Blog/Completed Builds: doogsmodels.com