Hi Tony,
Off the shelf high quality 22 gauge extensions are just fine. I've been using stock JR extensions with no issues. If you want to make your own so the length is just right, Custom Electronics, Hitec, Cermark, and probably others I'm not remembering, offer good quality twisted servo wire. If you want to get a little fancier, Simon Van Luewen will custom make a complete set of high end harnesses for your setup.
Ty
www.rcaerobatix.homestead.com
ZDZ Engines, RC Showcase