I use Bob's 0.41 stainless steel lock wire
look here:
Stainless steel lock wire : Vintage Wheels, Mustang, Hot Rod and Muscle Car
I also recommend a small tube covering the wire to protect your rims.
And, not to forget, I add a small loop into the wire to see if something happens with the spinners (the small loop stays round as long as everything is OK, when the loop deforms you know there is something wrong because the wire was strechted, if the wire becomes loose you will also notice this by moving the wire directly to its sides).
This picture can explain it better than my poor English...
http://www.clubcobra.com/forums/memb...ty-wiring.html
Cheers
Werner