Depends on what your making.
People tend to use marbles for big things sculpture stuff
These garden spinners use around 14 gauge some go up to around 8
https://m.youtube.com/watch?v=EMg9uKKHeNo
These wands start off with 3/8" square stock.
http://gilthevlogsmith.storenvy.com/...nd-forged-wand
In general 18 to 26 gauge is common for jewlery pieces.
though some use a heavier wire to frame something like bonsai trees.