Unfortunately the local electronic parts store sucks A$$ like you wouldn't believe it. I mean: old women staff it. It's really awful.
I found a store on eBay that would sell some for 10$ shipped (3 feet length of each color). Couldn't find anything cheaper with shipping cost to Canada.
www.stormerhobbies.com has Dean's and Trinity 12g wire. You can also order direct from Trinity too. Most hobby shopps into electric will have 12g for wiring speedo's and batteries.