The OGR wire is very good wire. Available in #14 and #16. It is similar to the speaker wire shown in PLCPROF's post above, except it has a gray outer jacket and is all copper, no aluminum. I used the OGR wire on my layout, good quality stuff. I also wired my layout for DCS (TIU to terminal blocks then on to track blocks). I added Legacy afterward with just a one wire connection to all my TIU outputs.
I used thermostat wire from Home Depot for all my switches, lighting and accessories. It's #18 solid and is available in 2, 3, 5, 7, 8 (and maybe more) conductors. I used colored tape and write on wire tags to help ID the different wires. Similar to what Mike CT says above. I really wanted stranded wire for this, but after using the solid wire it turned out to be better and was a lot easier to terminate on screw terminals and other things I used it for. It is readily available, copper and fairly inexpensive as well.
If you want to use single conductor #14 wire, I would try to find MTW (Machine Tool Wire) instead of the THHN that Home Depot and other places sell. MTW is much more pliable and easier to tidy up after it's run in an open environment with just loops, rings, one hole straps or whatever you use to hold it up. The THHN is a fairly unruly when run in this manner, it's more for installation in conduit.
