I'd get something shielded. The signal produced by your pickups, even active ones, is not very strong, so you'll want to stay away from heavy gauge wire as it's usually higher capacitance. Really, for the amount of current the pickup produces, you could go with 20-24awg wire no problem. Pickups produce less current than most headphone outs on CD players and I've never seen a headphone wire bigger than 20awg. I think twisted pair 24awg is a safe bet, especially if it's shielded stuff. You might want to take a look at Belden wire as it's usually well shielded or take a look at ebay. I recently picked up 100ft of 6 conductor shielded silver plated copper wire for $30 shipped. It should be even less for 20-50ft of shielded twisted pair stuff.