A model railroad company called Detail Associates sells straight lengths of brass wire in foot-long lengths, packaged in plastic bags by the dozen. I don't remember the smallest diameter in the line, but I think it it's smaller than .005". It's fairly common stuff in hobby shops that cater to model railroaders. On the web, I'm pretty sure the big railroader's supply firm, Walthers' (www.walthers.com) carries it.
If the wire doesn't have to be brass, a good, cheap way to get hold of really fine stuff is to buy some twisted electrical wire and untwist it. The stuff that's used for such things as stereo earphone cords (the little tiny ones that are used for portable CD players, for instance) is incredibly fine copper wire.
Hope that helps a little. Good luck.
Later edit: I checked the Detail Associates listing on the Walthers site. The smallest diameter brass wire I could find is .006." I also checked the Small Parts, Inc. catalog. No luck there either. Sorry about that. Anybody else got any better ideas?
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