I agree with Nostradoomus, go with the box film caps, that what the board designer intended for us to use. I've used all types of film caps on these boards and with some of them the lead spacing is wrong or they are too fat and crowd the components next to them.
I like a lighter gauge wire, 24 or 26 AWG, they are easier to route. I recommend getting as many colors are you can so you can color-code your connections. I don't like solid wire for off-board wiring because it breaks too easily when flexed. YMMV.