Depends on what you do with the wire. The Belden shielded twisted pair is good for small AC signal wires (from an input jack to a volume pot, for example) or for heater wiring.
If you're wiring multiple inputs jacks to a selector switch, the Cat5 wire is functionally the same but easier to work with (because there is only one shield to deal with).
Solid core copper wire is good for most everything else. For all of the Bottlehead kits I've built, 20-22 awg wire is sufficient. 24 awg wire is, for me, a bit too thin. 18 awg solid core wire is nice to work with as long as you're not trying to solder multiple components to the same terminal lug. Then it can get too crowded.
Solid wire is best for a wire that, once soldered, stays in place Stranded wire is best if the wire will be handled after soldering, as in the case of the speaker or interconnect cables.
For power supply wiring, I'd use solid core teflon-covered copper wire, 20 awg. For wiring to an output or speaker jack, I'd use the same wire but as a twisted pair. No need for shielding at that point of a circuit.
