Nichrome wire guru Joe Zastrow sent me this information regarding exactly what type of wire you want to get from www.resistancewire.com for use in fireworks.  I would have made this into an actual page, but I'm too damn lazy.

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Make your browser full screen, otherwise you might have trouble
with the links and the selections. That was why I couldn't find
the prices and stuff as I mentioned in my earlier email.

Click on the "sales info" link on the left side.

Then there will be an "Inventory Search & Pricing link. Click on that.

There will be a pull down list of numerous metals.
There product code name is on the very left of the list, the rest of the
names are
common names (from other manufacturers) for the same product.

Pull down on the list and check out the following products (their
product code)
EVANR
EVENR
N7
N6
N8

You then choose a gage of 31. You want a gage of 31-32. Anything thicker
is too thick.
Anything thinner is to difficult to work with. You also want resistant
in the 650-850 cmf range.
When I checked this out, EVANR and EVENR you had to call the company.
N7,N6 and N8 were
running 39.00 a pound. The very nice thing about this company is that
they 
seem like they will actually sell you small amounts in the 1 lb range.  

Once you get a listing, on that same page will be a link to technical
data for 
the metal. If you bring that up it will show a table of the amount of
resistance
per foot for the various gages and the weight per 1000 feet. Look in the
31 gage
range and you want to see 8-10 ohms per foot and around .2-.22 pounds
per 1000 feet.

Most of the above metals have 1100-1400C melt points which is very good.