Don't know if I can top the string suggestion.
Wire is a religion, dontcha know? Can't talk about it... Like trying to describe GOD. Get ready for the holy wars to start.
But I HAVE had good success with magnet wire, available through surplus stores. Not very expensive, works well with planar speakers. Similar to what Paul Speltz uses in his "anti-cables"
Magnet wire has a thin coat of enamel baked onto the outside, so it has no thick jacket or insulation, which is a benefit in some systems. It tends to be stiff, but pliable, so you bend it into place. I believe the copper is also high purity for most magnet wire, so it's technically sound as well.
Actually, any good quality 12 gauge, high purity copper would probably do just about as well. Some expensive speaker cables actually have high resistance. This lessens the damping factor of the amp it's connected too. It can cause frequency response changes especially with speakers that are difficult loads. If you have an ohmmeter, just measure the resistance of high end wires you have around. You might be shocked to see what you're forcing your amp to drive.
In fact, you don't have to spend a lot. For instance, Look at this link at the bottom of the page for silver-coated braided wire:
http://www.horizonmusic.com/catalog/Hrzn_Cat_pg69.htm
The flat 12 gauge works well and is easy to use, altho it has a sticky outer surface and so you should put it in a braided cotton sheath or something. Sounds fantastic with dynamic speakers. BTW, Horizon is manufacturer of wire for several high-end brands, who mark the stuff up astronomically.
Magnet wire or braided solid copper wire is cheap enough that it's worth a try. I don't skimp on connectors, usually use Cardas solid copper, or if possible, crimp the wire directly to the speaker driver elements.
Speaking of which, I'm a big fan of long interconnects with short speaker wires. Tried both ways, and I like the sound much better when the length of the speaker wire is so short that the brand/type/composition is largely moot. How long does a wire have to be before it has an audible impact? With real short lengths, the termination is the biggest sonic factor, and as I said, I prefer none, just a straight crimp or clamp. In fact, on my bedroom system, I've bypassed both the speaker terminals and the amp terminals, so the wire is clamped directly to the output leads of the output transformers (tube amp, obviously), and to the speaker driver elements at the other end.
The whole wire thing is kinda funny. The wire you use DOES matter, but the foo-foo dust and fractured physics used to explain its effects is just too funny. Like Ben Franklin said... "Experience is a hard school, but a fool will learn by no other"
Hope this helps!