[87Skier]

Some general rules:

Low current stuff (less than 5 amps) - 18 awg (Side marker lights, relay control wires, instrument lights)
Med current (5-10 amps) - 16 awg (Tail lights)
Med-high current (around 10-15 amps) - 14 awg (Headlights)
High current (20+ amps) - 12 awg (Coil wire, heater fan)

Over 30 amps you will have to size to what you are doing.

Size a little bigger than you need. If you are doing a long wire run, you may need to upsize your wire. Don't be tempted to use 20 awg and higher number wire for automotive stuff.