That depends on how high current you want to draw, and how long a cable run you want to run.
I find that 24 gauge twisted/stranded wire can easily supply a 5A motor over short distances. 16 gauge twisted/stranded wire is still very flexible, and is good for things like power busses and main battery connections.
There's a pretty standard function for "safe" currents for "permanent" installations at "industrial" spec, which you can find (for example) here: http://wiki.xtronics.com/index.php/Wire-Gauge_Ampacity
Note that my recommendations push harder than this table recommends, but for battery powered hobby robots with short cable runs (< 1 ft each, say) that's not likely to be any kind of problem.