I've used 3mm silica, 3mm cotton braid and cotton cheesecloth. Of the three, the cheesecloth performs the best but it can be difficult to work with when it's dry. I always moistened my fingers with whatever liquid I was about to use in the tank getting the new coil. Then get about 0.5 mm or so and roll and fold until I got to about 3mm in width. Wrapped the coil to a resistance around 2.2 ohms, topped with a flavor wick of about 0.5 to 1mm. I left the pigtails as long as I could without letting them get tangled in the Evod or MT3S threads.
I stopped rebuilding coils weeks ago. Too much hassle for what amounts to a $1.25 head that can easily be replaced. While the stock heads don't work as well as the ones I rebuilt, the silica wicks in the stocks lasts much longer. With regular cleaning and normal care, I can make a 5-pack of coil heads last until the Zombie Apocolypse.