Well I got my wire from Circuit City. They have a car audio department (yeah, right...), and they have big spools of wire and you can buy the correct length. Usually either really shiny thick red or black colours.
Also car audio shops will have it eve nplaces like CarToys or something.
As for the wire that you have, if it says 8 guage, then it should be even if the insulation isn't as thick.
Also maybe going one size thicker is a good idea incase you want to add other stuff later.