HOOK-UP WIRE, COAX & HEAT SHRINK.
Watts Tube Audio offers several types of excellent hook up wire for guitar amplifiers and other audio products.

PVC vs. Cloth vs. Teflon.
PVC is the most common and is probably what you are used to seeing in radios and other electronic gadgets.
Teflon is a bit thinner in diameter and has a smooth feel to it and is harder than PVC. You can push a fingernail
into PVC. That would be much harder to do with Teflon wire. The major technical difference that you might be concerned with is this:
Teflon will not melt under normal circumstances so you can go to town with your soldering iron and not cause any damage (to your wire anyway).
PVC wire will begin to loose shape and eventually melt if you are excessive with your heating.
If you are soldering properly this should not be an issue.

Our cloth covered wire has an insulated sleeve between the wire and the cloth. The cloth can become scorched if over heated but that usually isn't an issue.
I recommend using a nice sharp wire stripper with cloth wire. Otherwise you can end up with some "straggly" ends.