Their wire sizes are all over the map, so you'll probably need a range of sizes. I keep heatshink around from 1/16" and all the way up to 2.0" for protecting circuit boards.
For general wiring, I recommend 1/16", 3/32", 1/8", 5/32, and 3/16 as a starting selection. This will do for most wiring. Some larger diameter will be useful for compound connections where a bunch of wires come together.
Something like this would probably be a good first step, then you can see what sizes you actually end up using the most and buy that in bulk.
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After some time you'll figure out what you use the most and end up with stacks like this. 
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