That depends upon the type of equipment, scale, the type of turnout and the size of the layout which translates into the wire run length. For the track feeder use 18 gauge. Go bigger (lower number) with DCC, larger scales or long runs. For twin coil switch machine use 18 gauge. Bigger for longer runs. For stall motors (Tortoise) you can use smaller.
When you get to the track and control panel use a slimmer gauge wire (22) to bridge to the devices for a foot or two.
Get a book like "How to Wire your Model Railroad" which will explain the voltage loss and heat considerations in choosing the wire size.
Art Adkins Modeling the Colorado Midland cica 1905