Not sure what the best type is, I have Kanthal 32 on order from TEMCO. They have a website and an ebay page, oddly it was cheaper
through ebay. $5.99 with shipping for 100 feet on ebay, $8.44 on their website with shipping. They sell just about any gauge or type of wire you would want for a coil. The downside is you have to order a large quantity, but really some vendors want almost as much for 3 feet of wire without shipping as they sell 100 feet for with shipping. Share with your friends, or have a lifetime supply of wire, less than 6 cents a foot.
I also bought a 50 foot roll of 30 gauge kanthal a few weeks ago, very fast shipping.