In my experience, both with "O" gauge and "G" gauge trains is to build your own. The store bought variety is too costly, at least for me.
For my "O" gauge catenary I used stranded ground wire. The type you might see on a chandelier. It's about 18 or 20 gauge.
Before I string it up, I unreel a good length of it. I do this outdoors so that I can get at least 20-30 feet lengths.
I tie one end to a fixed point and place the other end in the chuck of an electric drill.
Next, I turn the drill on and watch as the already twisted wire tightens up. This process gives the wire a bit more rigidity.
First, I do the straight runs. At each end of the run I place a mast aligned with the track's center rail. I fasten each end of the wire to these masts. At one end I insert a turnbuckle to pull the wire taught.
The masts along the track have already been installed. Each mast has an arm that extends at least to the opposite outside rail from the side of the track the mast is on. To these arms I attach 1/16" brass rod, allowing it to sag until it touches the stranded wire. The sag is induced, as it won't droop under it's own weight.
Now I take an alligator clip and clamp the brass wire and stranded copper wire where they meet. With my butane touch I solder the two together.
On curved track it takes a bit more patience and trial and error. Tight curves like O31 can be done, and I have. However, the pantographs on different locos have different characteristics as they negotiate these tight curves, so sometimes a double contact wire is need. Larger radii are much more forgiving.
Enough talk, here is a video or two of my catenary system.
