I use Waytek frequently and recommended them in Julie's linked post, their only drawback is as an industrial wholesale supplier they have minimum orders on their supplies that can be fairly large number of pieces. On the plus side their prices are so low that you still end up spending a small amount of money total, I just end up with a good stock of spares to give away or sell. I bought an assortment of their automotive grade connector blocks and terminals so I could wire in things like my gauges and console wiring with the blocks so I can remove them in modules for service or upgrading without having to cut or disconnect individual wires.

 

Here's another supplier that has the crosslinked SXL wire (like the type mentioned by Earl earlier).

Del City - Wiring Products and Professional Electrical Supplies

Seems like the prices are good! 100ft. spools range from $38 for 10ga. down to $10 for 18ga.

They also have the GXL stuff too...

Just passing it along...

 

George (Earl) is spot on...
Don't forget to solder the crimp connectors.
Heat shrink tubing is your friend.