You can get flexible 30 gauge wire from Amazon.  This is probably the easiest to use.  It has a silicone jacket that is hard to overheat when soldering.  The downside is this is the largest diameter in this list.  It is good for running wiring for ceiling and up flooring lighting.  This is also the least expensive wire in this list.

This is available on DigiKey.com.  This wire can still have the insulation jacket removed with regular 30 gauge wire strippers if you are careful.  I hold the wire strippers at an angle and very carefully and deliberately pull.   May take several passes.  You have to be careful with this wire, it will break.  The three links below will take you to the listed color and 25 feet.  The button will take you to the complete list of of colors available in 25 foot lengths.  Adjusting the search parameters for the manufacturer CNTECH will show other lengths and colors.  At lengths beyond 25 feet, this wire can get expensive.

Black wire

Red Wire

White Wire

This is available at Adafruit.com and also can be found at DigiKey.com.  You actually need a special wire stripper to be able to remove the insulation jacket.  Look at Home Depot for a 36 gauge wire strippers.  If you want to pay a little more, there is this German wire stripper on Amazon.  No matter which tool you choose, you need to be a little more careful.  The wire is getting much smaller.  I highly recommend you practice before trying it on a real install.  Last thing you want is to have run the wire and then at the end fail to strip the wire and instead tear the wire and then be short.  The button will lead to Adafruit, you might look here also.  Adafruit only carries this in Black. This other link is to a train store.  Since model trains went digital years ago, everyone is either converting their old analog trains to digital or upgrading to the latest digital controller. This requires very fine and flexible wire to do this.  This website has some very reasonable prices for 10 meter lengths in a lot of colors.

This is the smallest I will mention.  There is smaller wire out there, but it is expensive, hard to obtain and difficult to work with for the average person with a limited set of tools.  I have some of this wire, but have yet tried to use it.  So it is here for completeness.  This wire at DigiKey.com starts at around $1/foot and goes up from there, depending on color.