Silicon Wire is generally more flexible and as such is easier to work with. With wire the lower the gauge the bigger/thicker the wire. As has been said 12 - 14 gauge is what is most commonly used for R/C motor, esc and battery connections. I'm pretty sure servo wires are about 22 or 24 gauge.
The thicker the wire the less resistance (think of water flowing down a pipe, the wider the pipe the more water can flow through) The length of the wire also changes resistance. The shorter the wire the less resistance.
As such i keep all of my wires as short as possible and use deans 'wet noodle' 12gauge wire for all battery and motor connections.
While we are on the subject of resistance you must realise that any advantage gained by having shorter or fatter wires will be lost at a bad solder joint. Solder is not a great conductor of electricity and as such not too much should be used. A good strong joint with alot of contact is better than one with a huge blob of solder. Also remeber that whenever you heat a piece of metal (eg. copper wire) you change it's atomic structure. Heat will actually increase the resistance of the wire so use a hot iron for minimal amounts of time. If you really want to get into it change/replace any wires that you heat often, such as battery to esc wires if you direct solder your packs in.
Some people will say that heat doesn't make much difference but in most topend industrial applications (aircraft and the like) electrical connections are made using crimps not solder just to ensure that no failure will occur