Depends how long you want to make them, what you are happy with concerning voltage drop and what you can afford. At 5A even 18 gauge wire will do for short runs, up to 3m, but for longer runs you will need thicker wire.
Best is to get a very flexible wire though, as it will be bending a lot, and a wire with many small cores is a lot more flexible than one with only 7 strands.
Best bet is to use Frankie tong here if you are ordering online, at his web store. Look on eBay for 99centhobbies and you will find the information, and the wire, the connectors and clips.