We usually get our wire from Princess Auto. I believe they're our equivalent to your Harbor Freight. It comes in a small (25ftish) reel, and the brand is a decent name (Grote), usually pretty cheap too.
ETA, I also get shrink tube there. For this project, I get the stuff that's big enough it can shrink 2 pieces of wire together, so that it looks "cleaner" and also the stuff you'd use for one thicknedd of wire to protect the bare wires.