Gosh, it really depends what you are looking for out of a build and etc. Thicker wire (in general) requires a bit more ramp up time but it's more robust for high wattage builds. I've burnt out a coil or two by accidentally turning up my (MTL) wire by accident. So, if you prefer sub0hm you'd want a wire that is robust enough to support your wattage.
Also, type of wire will make a difference. I usually use stainless steel wire since it can run in both wattage and temperature control mode, there are certainly folks who prefer the taste and usability of kanthal, so if you don't plan on using TC that
may be your best bet. However, some folks prefer SS. They differ in resistance so it will also be necessary to calculate out the build (I might play around with steam engine a bit and input different variables to see what kind of build you may end up with, and that may help you make some choices, depending on how much space you have in your deck and etc.
But, there aren't any SUPREMELY wrong choices (besides trying to run say, Titanium or nickel in NON TC mode). If you decide on running a more exotic build, you will need to note what your "inner" wire is made from as that will determine what mode you are running in and etc.
I kind of feel like I'm being sort of "general" about this, but since it's your palate and self that will be building and coiling ,well, you're likely going to want to make some experiments. You may not want to "stock up" on one particular wire (or buy smaller quantities of what you wish to experiment with) as you "lock in" some general coil preferences and etc.
Best of luck,
Anna