If you want new "prime" wire with good selection, Newark often has some decent deals, but it'll still be more than ebay or an electronic surplus outlet.
Don't underestimate the value of a good wire stripper if you're going to do a lot of work. It may save you a lot of frustration.
And yes, "alarm" wire should work fine. It's often jacketed or twisted together, though, so make sure you know what you're buying and if you can/want to deal with it. Alarm wire is also often solid, so watch out for that, too.