I use Surflon-Micro Supreme Wire by American Wire. Its a multi strand, nylon coated wire you can actually use knots with, just like mono. Several other companies make a similar wire, Berkley is one I know of. Make sure you get multi strand wire for fly fishing. It is more flexible and turns the fly better. Any sporting goods store should have it, but you can also get it at Cabelas or Bass Pro.
Hobby Lobby also carries some nylon coated stainless steel wire. Use the 17-pound test. Works great. Don’t know how it compares to price on the fishing wire.