Speaker wire isn't that expensive. It's made for high temp environments and intended to withstand lots of vibration and flexing.
I'll admit that I'm a bit of a geek when it comes to my car audio, but I always use at least 12 gauge wire for amplified speakers. I've gone as big as 6 gauge for woofers.
It's really helpful go with larger gauge wires to supply power to your amplifiers as well. Too small of wires will damage your stereo gear and won't give you the best possible sound.
I'm fairly knowledgeable about car audio, so feel free to message me any questions you might have. And here is the URL for my favorite car audio reference site http://www.the12volt.com. They have lots of charts to help you figure out wire gauges, as well as tools to help build crossover networks, guides to doing things with relays, advice on selecting speakers, and tons of other stuff.