Transformer to terminal blocks - #14 (OGR wire) The OGR wire is good stuff, especially for DCS.
Terminal block to track blocks - #16 (OGR wire) I used MTH terminal blocks. They are also very nice.
Accessory transformer to switch machines and also switch machine to switch controller - #18 (thermostat wire, Home Depot/Lowes) Pros - Readily available with multiple number of conductors (2,3,5,7,8 etc.) reasonably priced, available in spools of several different lengths. Cons - Solid wire, not the colors I would have chosen for the 2 & 3 conductor versions. However, the solid wire actually became a plus when wiring my Atlas switch machines, no crimp forks required, just a loop in the wire around the screw.
Lighting and other accessories - Some #18 thermostat wire, others are a mixture of anything from #18 to Cat5 cable (#24) depending usage, device type, number of devices, etc. I used the Euro style terminal strips below the layout top at all the accessory connections. The acc wiring goes through the table top to the terminal strip and then back to it's power source which is mostly a larger terminal strip. I used some MTH terminal blocks for some items here as well. I get the Euro style terminals that are 12 to a strip. They can easily be cut to any length you need. They have holes between the terminals for attachment using a small screw.
No non-derail boards currently in operation, decided I didn't really need them at this time. Will probably use the thermostat wire if I ever add these. I do have a few Atlas #6924 boards that I may add to certain switches when I expand my layout. I was also going to use an AIU, but I decided I liked having the switch controllers right at the switches so I haven't yet purchased an AIU. Another item that may get added with an expansion. Would be nice for routes and maybe other things, but I only have a 6'x16' layout right now. No real routes so to speak, just a couple of loops with spurs and sidings. No signals yet either, but I like the Atlas signal system and would like to add it someday in the expansion.
I really wanted to use #20-#22 stranded for all my switches, accessories and lighting, etc. Finding different number of conductors, non-shielded and reasonably priced in smaller quantities was difficult, so I settled on the thermostat wire from Home Depot, not my first choice, but works well, there is a good selection, it's readily available and Home Depot and Lowes are fairly close and I go there probably once a month or so anyway.
Susan's link above has wire size info, There are also several websites that will let you figure voltage drop and other calculations for different wire sizes and lengths.
I think wiring for DCS is a good idea. I also prefer it to bus wiring. Personal preference here I suppose, but it's just easier for me to keep track of with a pair of wires going to each track block and a terminal strip for each loop rather than feeding them from one large bus. I also have a switch for each loop so they can be powered separately. Probably not necessary, but it's there if you need it.