With resistance wire, the higher the gauge number, the smaller the diameter and the higher the resistance, for a given material. For example, for equal gauge number and diameter, Nichrome 60 is lower resistance than Kanthal A1.
There's also what you're wrapping the coil on--its inner diameter For example... are you wanting to make a micro coil for a rebuildable drip atomizer by wrapping it around a 1/16" drill bit? Or are you wrapping it around rolled stainless mesh or a ceramic wick for a tank-type rebuildable atomizer? Or what?
The larger the gauge and the lower the resistance of the wire, the more wraps you have (compared to higher resistance wire). This increases the wire to wick to juice contact area, improving heat transfer and reducing the temperature at any one point; however, this increases the mass of the coil and slows its heat up time, so you're looking for a happy medium.