Mike,
Pick your poison - thin gauge wire, human hair, horse hair, stretched sprue........they all work fairly well, depending upon the application.
For antennae wires, I'd have to say that stretched sprue might be the easiest - it's cheap (whole bunches of it comes with each kit at no charge), with practice you can make it visually acceptable for 1/72, 1/48, or 1/32 scale.
I usually attach one end with a TINY amount of superglue, wait till completely dry, then carefully cut the other end to length, and attach the other end. When dry, I run the head of a match that's JUST been blown out under the sprue to tighten it up. Looks fantastic, and looks in-scale.
Just practice using the "punk" method with extra sprue on a "set up rig" before you try it on a model - too much heat just burns the sprue, effectively cutting it in two. I often say rude words when that happens, and I won't repeat any of them here.
Good luck
Lee Tree