Sadly, different flowers need different gauge wires!
eg, making roses, starting with a cone - need a heavy gauge wire to syppourt the weight of the flower finished (eg 18 g)
Wiring individual petals or tiny filler flowers - light gauge, and in white wire usually to look as invisible as possible 28 - 33 gauge depending on size of petal/leaf.
Wiring lilies - I've used 24 and 26 gauge!
Floral wire is perhaps your cheapest option, and it gives you reproducible results as you progress with making flowers. It is also as food-safe as you can get. So, I am not sure if you can use any other alternatives...someone else might have a differing view - so hang in there, okay? 
You can make roses on toothpicks... they are quite a sturdy alternative, especially if you are planning to practice only. The only issue with a tooth pick is that it does not bend so it is almost impossible to turn a rose over to allow the petals to dry (this keeps them from spreading out.) I got around that by wrapping a small bit of wire around the toothpick, form a hook, and have what I need to hang on my drying rack!
Note: when picking out floral wire, the larger the number (gauge) the smaller/thinner the wire. For some flowers such as tulips, you need to sometimes wrap three together to get the strength you need to hold up the head.
GSA has a nice wire for when you want to invest a little more into this:
http://www.globalsugarart.com/cat.php?cid=625
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