Something that I've seen a few people talk about and Ron showed off a while back was the use of guitar strings with minis to create pipes. I recently had an opportunity to try this myself and it worked so well I had to add it to my list of supplies.
Click on through as I discuss a little about this wonderfully cheap and easy method of creating pipes.
As an example of it's usefulness, here's a shot from a model I'm currently working on:
I repositioned the arm, and this meant that there was no longer a connection between the gizmo held in his hand and the whosit strapped to his back. By gluing a small piece of the guitar string in between, it makes things look as it should.
It's worth noting that guitar wire is flexible - if you bend a large amount of it, it bends back. (Like if someone were strumming a guitar) However, in smaller sections, you can bend it permanently. I simply held it with some needle nosed pliers, (though tweezers might even work) and pushed it against my wooden work surface to put a bend in it. (You could always use 2 sets of pliers)
Music stores, or online sources probably sell wires separately so you could actually buy just the largest sized wires available, which will still be small enough for our scale.
[update] Reader Reid points out that guitar repair shops would probably be willing to give you broken strings for free!
Guitar string is available for both electric and acoustic guitars, but both will have the wire wrapped ridging we're after so get the cheapest.
Yes, you can always create your own cables by wrapping tin wire around thicker wire, but $5 vs buying wire and the tediousness of tightly wrapping your own, I'll just go out and buy some guitar strings.
Another option that Ron discusses in his article is green stuffing his tubing, which is still a good option as it gives you more control over how large the pipes will be and lets you add damage to the pipes. (Cuts, holes, bursts, etc)
Meant to post this with the original post on the unit attachment for my Stonebearers. Basically, just beware what you're impaling when working with guitar string.