All parts except the Feelers are made from the 18swg Hard Brass wire. This is easier to bend than spring-steel wire. However if you get Hextor do a lot of heavy lifting then the Gripper Links may bend at the points 'X' (see drawing). Re-making them out of 18swg spring-steel wire (available from Hobby and Model Shops) will prevent that.
Make the long parts first to avoid having several short lengths of wire when you need a long length.
Feelers - material 22swg spring steel wire (piano wire).
The 3mm loop at the end of the 50mm length is to take the M3 screw which fastens the feeler to the Circuit-board.
The smaller loop at the other end is just a safety loop to reduce the chance of the wire sticking into you.