Now, this is a tough question to answer correctly.
Generally speaking, you will need a 4 conductor 22 AWG wire for most keypads and devices, such as a glass break or motion detector.
You will need at minimum, a 2 conductor 22 AWG wire for a contact or protective loop.
Also, many pros will simply purchase and install 4 conductor wiring for the protective loops and leave the extra pair for spares in case of future servicing or failures.
Wiring connecting a siren or AC power transformer to the panel is best done using 18 AWG or heavier cable. Telephone connection to the panel or dialer needs to be done using a solid conductor cable, rated Category 3 or higher, per TIA/FCC methods.
Cabling is listed in this manner: # of conductors/AWG and jacket rating/designation. They are usually listed in an even number or in pairs, depending on manufacturer. For example, 4/22 would equate to 4 conductors, 22 AWG.
Your particular manufacturer's installation manual will dictate certain minimum requirements for AWG based on distance or any special wiring methods or types, such as shielded or twisted. Always adhere to the manufacturer's recommendations as well local and national building codes when purchasing cable for your install.
Most professionals will not use "zip" cord, which most people recognize looking like normal speaker wire. Professionals will usually prefer using a cable with an outer jacket. Solid or stranded construction doesn't usually matter.
What does matter is any old wire or cable isn't acceptable, it needs to be listed for in wall use, as well as certain outer insulation characteristics and ratings.
There is reference to what cables are acceptable in which installation and what general usage, including substitutions contained within the National Electrical Code. Always ask a pro in your area familiar with your local codes or the local authority having jurisdiction of their requirements for your installation if you are unsure.