For PCBs, two sizes are sufficient for almost all of the time. I don't know them off the top of my head, so I will come back to that later...
Edit: 0.25 and 0.5 mm (0.01 and 0.02 in).
Me too but I tend to size up one bit:
0,7mm all the larger (thermal capacity) TH stuff (big elco's, voltage regulators etc.)
0,5mm al the small and normal TH stuff (ic sockets, resistors), this one I use the most probably.
0,25mm for SMT but I hardly use it because it is too dry (little flux), for SMT I prefer to just put a bit of solder paste and heat that with a smd iron, it is more moist (more flux).
Actually you notice soon if you have the right solder thickness, you just don't want to need to feed the wire longer than 0,5 a second, so if you put in the wire 0,5 second against the iron and you still don't have enough solder on your pad/component, size up. If it is too much: size down. At least that is how I like to solder, just a 0,5 second contact, 0,5 second solder adding, 0,5 second afterheating and done.
Oh yeah, i also have 0,9mm spool laying around, I got that one for free and only use this if I need to desolder something old, crusty or large (groundplane tincan stuff) and flux alone won't cut it. So actually since I got it for free I just spent it on these kinds of jobs