You can use "generic" wire, I've use white speaker wire in the past but having red and black wire (or whichever colour you associate positive and negative with) does make things a hell of a lot easier to track. It also helps with getting polarity right where getting it incorrect, such as plugging into a ESC, could cause shorting and damage to electronics.

As for the rating for a wire, for a Featherweight, either 10-14AWG I find works well, I use 10AWG in Azriel but that is probably overkill for that robot at the moment.