The reason I recommend Thermalese wire, is mainly because it is hard drawn. In other words, stiff!
You can use almost any size, insulated or not. However, if you do enough of these coils, you'll find out that #12 or #14 is best.
One more thing. Amidon sells just about every size Thermalese there is, from #48 to #4. Most motor rewind shops will give you enough scrap to make several.