I would go with at least a 12g wire that is insulated from oils and stuff. That's what I used when I converted over from 150W to 250W MH and connected it to an Icecap ballast... Its pretty simpel because it doesnt matter which wires you connect to the MH. Just dont connect the ground wire to it, but rather to the reflector of the pendent itself.
You can get it at home depot. I would also get the flexible kind so that its easy to bend and shape and just tie down.
The ballast should come with some instruciton on how to connect it though if it is different.