Re: quick question
M y 2cents:
I think the most important thing for the wires is that they're insulated, not necessarily shielded - most pickguards/cavities have some sort of shielding already. The insulation will prevent shorts. I'm guessing shielding would be for noise reduction.
Use a fairly thin gauge, similar to the pickup leads (sorry, I don't recall the gauge pickups use). This will make the wire routing and soldering easier than using 18 gauge wiring (which is the thinnest I have in my garage).