I am partial to 18 gauge copper thermostat wire, 20 gauge runs a close second. Thin diameter and very strong, great for a running snare or a squirrel pole snare, could be used as a garrote as well. Plus, being in the HVAC trade, I have a ready supply at all times. It's not very expensive and you can purchase it by the foot at hardware stores. You have a choice of 2, 3, 5, 8 and 10 conductor wires so, a few feet of one of those and you have lots of wire.
Any of the micro-braid fishing lines would be a good choice as well as the heavier nylon monofilament lines.