I’ve used stretched sprue, nylon “invisible” thread, fishing line, and fine copper wire (don’t through any piece of electronic equipment out without first scavenging it for parts and material!). I also have a spool of fine-gauge wire sold in craft stores for beading, but I bought that specifically for using as biplane rigging wire. Some guys even use a strand of human hair.
The subject’s scale plays a part, too, in choosing the material. Fine fishing line that looks good in 1/72 may look too fine in 1/48. And a piece of fine wire on a 1/32 subject may look like a tow cable, if used on a small scale subject.
No matter the material, I find the issue to be attaching it securely and cleanly. You’d like it to stay put, and look as real as possible. Sometimes one is sacrificed to the other.
I will drill a fine hole, if I can get away with it, as a secure attachment point. For example, on a 1/72 P-40, the antenna is attached at one end to the top and front of the horizontal stabilizer, and at the other, to a mast behind the cockpit. With a new blade, with a sharp tip, I made a nick in the left and right halves of the fuselage, at the attachment point on the stab, and secured the line I wanted to use, when I glued the fuselage together. When the aircraft was finished, I glued the other end to the tip of the mast, using CA glue. I cheated a little, on the mast, pulling the line across the tip, rather than butting up against it, to get as much of a surface as possible for the adhesive. At that scale, it worked. Then I finished the antenna with a couple of blobls of white glue close to the attachment points, depicting insulators, and they help draw the eye away from the attachments.
I have a couple of F2A’s to do, too, and there is a helpful detail from VF-2, I think it was. They removed the antenna mast from its position in front of the cockpit, because it vibrated in flight. They reattached their antennas (OK, antennae, for you zoologists) to the port wing, attached to a flat flange of metal. That can be reproduced by a small scrap of flat styrene, with the end of the antenna line glued between that and the wing surface.
You’ll want to try different techniques and see which one you like the best.
Regards,
Brad