It does not matter that much, it is mostly a matter of personal preference and generally all those < 1 mm diameters will be suitable. By the time solder is anywhere near the component, it is molten in a blob.
I personally just go for 0.025, it is not too thin, not too thick.
If I were assembling some massive quantities of though hole components, I'd probably go fo something thicker, since through hole components take a lot of solder and it gets annoying to feed a lot of thin solder. But for hobby stuff, it is manageable.