Electromagnet design
Assuming this is a DC application, wind as many turns as you have room for.

The reason being, magnetization is the product of the number of turns and the current through them. If you double the number of turns, however, while keeping the wire gauge constant, you double the resistance and thereby get half the current from your fixed voltage source; the turns*current product comes out being the same. What's different, though, if you double the number of turns, is that the power that the coil will draw will be half. 

So if you keep adding turns, the magnetization doesn't change, but the current drawn goes down, and consequently the power required to run the coil decrease, too.

(If you're intending to use AC though, even 50Hz or 60Hz, the above argument doesn't apply since it disregards inductance issues.)