If you want to see a chart with all kinds of similar information for all gauges of Kanthal A-1 (the commonest wire for building coils):

http://www.temcoindustrialpower.com/product_selection.html?p=kanthal_a1The upper chart gives the diameter (in inches), the number of feet per pound, and the resistance in Ohms per foot (useful for calculating how much wire you need for a coil of a given resistance). Once you know how long a wire you need, you can mark it off on a length of wire with a felt pen marker and begin wrapping it around your chosen diameter of mandrel. Start wrapping at the first mark and stop when you get to the second mark.

The chart at the bottom of the page contains links for the different lengths available from Temco. I've ordered from them and they give good service. The commonest gauges used by regular coil builders are 29,30, and 32.

EDIT: Don't confuse the gauge (AWG or American Wire Gauge) with the diameter in millimeters. The numbers can be close: for instance 28 gauge is about .32 mm, and 31 gauge is about .23 mm. for a complete chart of AWG to metric:

http://www.technick.net/public/code/cp_dpage.php?aiocp_dp=guide_awg_to_metric