For this sculpt, 3-4mm coated steel wire I think. It's been awhile since I've used that wire. However I'm currently using a 1mm uncoated wire that loops back on itself about 4 times and is twisted into a helix. I've been experimenting. The important thing to do though is use a wire or method of wire prep that has the strength necessary for the figure to hold it's form.
and of course you may ask. I'm always available to help those interested.