What gauge of single strand wire works well with breadboards?
Plain single stranded copper wire works fine in these breadboards.  That's what I primarily use.  I find 22 guage is about right.

Fancy specially made jumper wires may be more reliable in the long run, but cutting a piece of wire off a roll and stripping the ends is easy and quick.  You can do that many times for the cost of one jumper wire.

A while ago I bought a set of pre-cut and pre-stripped wires for this use from Jameco.  It sounded like a good idea at the time.  Having the wires ready to use is nice, but they stupidly decided to bend the stripped ends at right angles right where the insulation ends.  That makes them difficult to use except for the ones that only go 1, 2, or 3 holes.  As I cut and strip more jumper wires from a 500 foot roll of #22 wire, I put them into the box the Jameco kit came in according to their lengths.  Over the years, the stripped ends of a few wires have broken right at the end of the insulation.  This happens quite rarely, so the trouble to cut and strip a new wire is nothing.