I have my spheroid for a week or so and searched these things also , from what I gathered one of the best wicks out there is Aunt Lydia's number 10 natural , you can get it from midwestscrapbook.com and they offer international shipping.
after that I got the kanthal A-1 32 gauge wire from Ebay , After building several good coils I am positive you could use even smaller 28 gauge Kanthal successfully because the air hole is directly between the positive and negative and that allows alot of room for coil making I imagine ...
for the foam filler instead of the suggested filler I ordered some Marineland blue U-foam from Ebay , After reading several posts it seems it holds the liquid better , But I'm not sure it works the same way in the spheroid because the filler does not come in contact with the coil , it seems to me like the blue foam holds the liquid too well! and the Aunt Lydia's wick cant seem to "draw" the liquid from the foam sometimes , so I imagine the normal filler is actually better only for the spheroid , Used normal filler after the blue foam and the taste is better. The original filler material is called sera Filter Wool 100g Bag Fine Floss Media , search it on Ebay.
Oh and make sure you boil the blue foam if you decide to try it to remove any imperfections that ruin taste , also do that for the wick!
I make the coils with 3 individual wicks , make sure to watch scott's review of the spheroid. the taste is amazing because of the way the spheroid is build , it's like the liquid is saturated in the air or something ... I dont know ,
Last thing is forget about closing the spheroid without some hex screw or bit , It's freakin impossible when everything is in eliquid ! like it will be .. you will see.
also because it's polished your finger just slips , and it needs to be tight , and you cant do that with your fingers damnit! they really should make it cost 2$ more and include a hex screw or something for that ...