What wire do I need? Where can I purchase it?

I used the existing wires. You shouldn't need to strip them and no polarity is involved (which means it doesn't matter which wire feed you connect to which terminal on the sensor) -- the directions, thank you!, state the same. If you had to buy and re/wire, I'd ask the person at the DIY store. I think the most simple two-paired wire will do.

I used speaker wire

Just a single strand wire nothing of big money Just about any place.