The manufacturer will tell you what size wire to use with their hardware. You want to be sure that the wire gages selected are compatible with the pins as well as the current/voltage/distance requirements. The ground wire should be the as gauge as the the high side of the same circuit. In the power circuirs it is not OK to use and 18 ga. wire for the high side and 22 ga. for the ground return. For signal lines all of my avionics called for 22 ga. for the high side and the ground return. Some power requirements after you get away from the panel need to be determined by the builder but that is out of the scope of your question.
Bob Axsom