Wires of Different gauge in primary winding?
Usual practice for a single (not tapped) winding is to use the largest single gauge that will fit nicely. 

In this case, very roughly without getting into differing circumferences or packing ratios, the primary copper losses of the suggested arrangement would be 20% worse than just using common AWG20 wire, or 50% worse than using less common AWG 19 wire. 

You can easily do this calculation from the cross-sectional areas and resistances in the above-linked table. 



If the winding was tapped, and could optionally accept a lower voltage at a higher current then the optimal transformer might have heavier wire for part of the winding.