I use cotton, cheesecloth specifically. The Silica (Ekowool) and mesh taste odd to me, hemp and bamboo just aren't easy come by around here and I am not ordering 50 ft of roper to tear up for wicks. Cotton yarn needs boiled first, cotton balls are just a pain to get a nice, uniform wick out of. Flour sack towels do okay but still harger to get a good wick from than cheese cloth. Butcher's twine, again, needs boiled first.
Unbleached, food safe cheesecloth, rinse (and probably don't need to do that but I rinse it before using it for wine making or canning too so, just rinse the whole piece of it at once.) Pull off 28 - 30 strands, use one to spiral around the rest to make the wick easy to work with.
Only down side is that you can't fire the coils with a dry wick, or even a dry flavor wick or you will burn the wick and, have to replace it and, you have to remove it to wash it and ever get all of the flavor out. SO just as easy (and cheap) to make a new wick every time you clean the device.