I run some pre+ post war which use more amps., and I like just a tad of overkill. So I always use 12g. 14g is ok for most though.
On rare occasion, there can be issues with way to big a wire size. You will likely never experience it though. A larger gauge is usually safer should something catastrophic occur. Red hot, melted insualtion, etc. is less likely if the wire size can handle the max. amps a direct short might drag across it.
E.g. if you use 12g everywhere on 5a max output transormer, that wire can handle a direct short for a much longer period than 14 or 16g, and will have only a negligible loss in delivery from being oversize. There is also a very slight danger in that should the transformer "blow up" (just doest relly every happen) you could get 12g delivering full household ac amps on a sturdy 12g line where a lighter one would not deliver big amps without burning to failure (just an example... which scene would you feel more confident facing? I like system wire overkill because that's generally the weaker link imo.. Fusing becomes more imperative with more closely matched wire too.
We mostly don't go overkill as it can be a cost issue.
Using a larger gauge on the return leg is really usually more of a dc thing for ensuring ground (it's along the lines of dc vs ac; "directional delivery" on dc, while ac flows both directions) however a gauge oversize on common could be useful with ac in the future because when you run something new/small, you can just run one new hot wire then grab the common from "anywhere". (till you have equaled the larger wire's amp rating on total " common returns" anyhow)
Buy various colors. Nothing is worse for trouble shooting or new additions later on, than a whole nest of the same color wires. It doesn't need to be a huge variety, just enough for different circuits to be recognized easier. 5 years from now you likely won't reacall which of the 5 red wires feeds the the shack or which feeds the block signals so now you get to test it all again before work can even start.
Ideally I run black or brown on common (or black/brwn stripe) Red and white on hots, blue on lighting, stripes after controls/switches etc.; but usually what's on hand overides ideal, so buy variety now, lol. (note, one in a million you work on something from overseas, they often use different common color codes that we are used to so i.e., never trust color alone)
Going back to one leg being larger in size; in most three rail set ups the track itself is already twice as heavy on the common from 2 outside rails vs the lone center rail. It doesn't deliver as easily as wire, but you could take that into consideration in your delivery using say 12g for a short run right to track, then 14g hot and 16g common and still be heavy and balanced enough to handle any OCD impressions of it all. 
It won't likely affect you, but related in theory: there are two types of tubular 0-27 track pins; solid-early/better and hollow- made later. The hollow rust internally weakening amps delivery over time. The commons rails have two pins so delivery is x2 even if weak. The hollow center pins however can get red hot if corroded inside. Simply switching the center pin to a solid version improves it's capabilty dramatically. Adding one solid pin out of the 2 commons is all that's really needed should those happen be very weak too.
(to test and old nasty pin for solid or hollow, try to crush it with pliers. Solid cant be crushed and can be cleaned up for reuse. But nasty looking hollows ones should be tossed. So i.e., there is no loss crushing a nasty hollow one
