I use copper wire…left over from wiring the house. with the right size thread, the wire is easy to thread with a sharp (new) die with an old dull die it isn’t so easy, the wire twists as you try to cut threads. brass would be easier as it is stiffer but still cuts reasonably well. steelwire works OK but is a little harder to thread.
if you use wire, it is usually coiled or bent but can be straightened by giving it a good solid pull…stretch it a little. I clamp one end in a good solid vise, clamp the other end in visegrips and pull on it. if that isnt enough, give the vise grips a couple of hits with a hammer in the direction of the pull while holding the wire as tight as you can.