I really don't recommend cheaping out on the pliers, I had a set of the princess auto ones mentioned above and they were such a pain in the *** to work with that I loathed having to rewire anything. Maybe I just got a bad set, I dunno. I found they were nearly impossible to lock on to the wire and then when I would finally get it locked on, the wire would often pop free from the pliers and I would have to start over again. Having said that if anyone wants my princess auto set I will give em to you. PM me, you can pick em up in Mississauga or at York U through the week.
Anyways I just got a new set of pliers and some more wire from
http://www.aircraftspruce.ca/ prices were good and shipping was cheap(I picked Purolator Express @~$8 ) and they came the next day. I got the Milbar 25W pliers. They are pricey at ~$80 but they are so much better than the cheapies. The wire is about $9-$12 for a pound depending on the gauge. I have both 0.032 and 0.025 sizes. 0.032" is what is normally recommended. I found it a little thick for some stuff i.e. hose clamps so I have the slightly smaller 0.025 for smaller stuff.
Pliers -
http://www.aircraftspruce.ca/catalog/topages/milbarwiretwister.php?clickkey=10660
SS Wire -
http://www.aircraftspruce.ca/catalog/appages/safetywire.php
Hope that helps.
Kevin