I use the "brickie" thread, the one to which they attach the lead to see if the walls are straight. It's inexpensive, just soak it in water and white glue. Let it dry and it takes very well shape and paint...
Other options can be:
- to twist thin lead wire (the one used to weight the flies for fly fishing)
- use (depending on the size) the iron chords for bycicle brakes or the one from the accellerator on motorbikes. If you "cook" it on a candle is easier to bend but i use it only when the tow cable is quite straight
Ciao