Go with regular lamp cable - cheap stuff is fine. Assuming you're going to be simlpy hooking up a reasonable run of wire in between cables, and not subjecting the cables to a tremendous amount of stresss - either constantly bending them or placing them in very hot or cold environments or outdoors, cheap stuff is fine.
I use a combination of 16 and 18 gauge wire for my surrounds (18 gauge for the rear surrounds was temporary to start, but they sounded great, so I never bothered changing them) and I have not had a single transmission problem at all.
Buy what you feel comfortable buying - that is the key. If you're afraid that buying wire that is too inexpensive will compromise your system, then buy something more expensive - it'll put your mind at ease - even if it does little else. Just please, please, please, be reasonable, and don't be fooled into thinking that you need super-duper, extra heavy gauge, space age materials that have been manufactured only by the light of a full moon and then soaked in calf's blood for a fort-night to properly age the wires. I think Monster sells a cable that is made this way.
