Electric fencing wire may not be stiff enough. I've been using music wire (same as piano wire). YouTube shows several ways of straightening wire but usually I just grab one end with vise-grips and run it over the rounded edge of my workbench, opposite of the curl. Then I eyeball it and straighten with my fingers.
Ace Hardware carries it for significantly less than Amazon or eBay. If they don't have it in stock in store, you can order it online and have it shipped to your local store for free. $2 for a bundle of 4 wires at 0.039" (1mm, or 18 gauge), each 36" long. If you need to order for shipping to the store, you have to select 5 bundles, so 20 wires total, which should last quite a number of models. 18 gauge is the same size as that which is included in the FT Speed Build kits, and it just fits most servo horns, though it's tight. For smaller models, the next smaller size 0.032" (20 gauge) may work for short rods, but longer rods may require adding coffee stirrers or some other support to prevent flexing.
I use the hobby lobby stuff for pushrods up to about 12 inches long, for longer pushrods than that I use marking flags found in almost any hardware store (available in 15inch lengths and 21 inch lengths). If you use them just beware you do have to make the holes in the servo arm bigger, I like to heat a piece of the wire with a lighter then melt the hole bigger for a perfect fit.