As to gauge - I'd look for something between 20 and 22, or close to 0.030" in diameter. In my experience this size range works well for both "regular" soldering (e.g., wires to terminals) and through-hole pcb soldering a la the Crack Speedball upgrade. You can go smaller, and just feed more solder into the joint, but going larger could make pcb soldering difficult.
cheers, Derek