I like the fine strand stuff because its flexible. The thinner the wire, the higher the resistance too so you get into maximum current carrying ability. More of a thing with high current amplifiers, and it can actually screw with the damping factor. Off the top of my head I can't spit the damping factor formula back at you but small amounts of resistance really will mess with it.
handily, lots of small gauge wire = one big gauge wire. Nice way to cheat if you need more current handling than the existing wire will handle, but don't have fatter wire on hand.