I am not an expert, but as far as I know 18 AWG will be perfectly fine. You could use 16 AWG but it's obviously thicker and thus bulkier. Whichever one you use, make sure you have the right size of crimps.
AWG18 is the standard. AWG16/15 is the maximum you can use with standard pins. If you're doing custom sleeved cables, I really recommend going thicker. They will offer a much better overall aesthetic, and the final cables will result more rigid and trainable to get those nice smooth curves.