Thank you so much!! As a general rule I use sterling silver SOFT wire. Sometimes (not too often) I will use half-hard wire. My most used sizes are 16, 18, and 20 gauge round wire, but I have used everything from 14 gauge to 30 gauge in round, half-round, and square.
I do not use any special tools. I use round nosed pliers, chain nose pliers, and a wire cutter 98% of the time. I know this sounds silly, but the secret to working with wire is to work WITH it not against it... and be GENTLE and patient!

Now, if I may add recommendations here: Please start with COPPER! It is so much cheaper and you can "mess it up" without crying about the price (too much). Copper is harder to work with than sterling silver so if you can do it in copper, you can do it in sterling. I can also recommend particular books if you are good at learning through reading. I hope I have not overwhelmed you and PLEASE PLEASE let me know if you have any additional questions. I LOVE to help people learn the craft of wire wrapping!

Good Luck!
(Sorry so lengthy...)
Love your work! The cross is especially beautiful. I have been working strictly with copper wire, and was wondering if you find that sterling silver soft wire hardens adequately as you work with it? I have always been afraid that my pieces would end up too delicate.