Have a look on amazon. Basically you want "unprimed", bleached. There was quite a discussion on safety and bleach vs. unbleached. The general consensus was that bleached was no more dangerous than unbleached (the processing that cotton goes through is extensive, bleached or not). Also unbleached takes longer to break in, and it has an earthy taste. Either way you'll want to boil it to remove sizing, and anything else that may be in it. Make sure it's 100% cotton; nothing with a zinc core, etc. I find the best size to be #1/0 (not #1). This is what I purchased:
Amazon.com: Cotton Square Braid Candle Wick - #1/0: Arts, Crafts & Sewing
Oh, and make sure you don't wind the coil too tight. Unlike silica, the cotton swells some and you'll cut off the juice flow and that's no good

It's not necessary to use a screw to make your coils, but the right size will make it fit well on the braid. I heat the coil with a lighter since you can't dry burn cotton. It can be tedious to get the wick through the coil; I wet the end (like you would to thread a needle) and then twist it gently like you would a nut on a bolt. Once past the end you can slide the coil fairly easily. You'll need to pull out the coil some so the winds aren't too close. Again, you don't have to use a screw. Some people wrap the wick while holding a needle. I find this more difficult.
Also my signature has a link to other cotton wicks and info about it. I didn't do all this, I just read the 3700+ post in "
http://www.e-cigarette-forum.com/forum/modding-forum/284030-wick-materials-safe-vs-dangerous.html ". If you have a WEEK to read it
