which wire?

You might give some thought to using solder - it's easy to work with, cuts and forms very easily and comes in a number of diameters (.010 thru .125.) Down side is that a pound of any give diameter can cost between 10 and 20 bucks (guarantee that a pound will last you for years). I get mine at work and there are a couple of electronic shops I know will sell me specific diameters (if they have them) in 10 or 12 foot lengths. Radio Shack will often carry shorter lengths also.

Thin brass wire should work well for you. It is cheap, easy to work, and can be glued or soldered.

As for thickness, pretty much take the size of the real part, divide it by the scale you are working in, and pick the size wire closest to that. For example, to represent 1" diameter pipe in 1/72 scale, take 1" and divide by 72, which equals .013". Find the closest you can get to that - .020 is very common in US Hobby Shops, but you can find sizes down to .006 from model railroad distributors. A 1" thick pipe in 1/35 scale would be .028, which is pretty close to 1/32 inch wire, a common size.

In other countries, you will more than likely be using metric sizes, but the same calculations apply.

Kurt