Just call around.  Many people like welding rods, but not me.  The are usually too short (in my experience).  I prefer steel rods.  Stainless steel is so strong that it is difficult to bend if you need to.  Regular steel rods are way stronger than coat hangers and are still easy enough to bend with focused force.  The size you are looking for is 3/32 ".  That is the size of a coat hanger and it is what I use.  I find 1/8" too heavy, and to be honest I have never seen that thickness used in all of my time puppeteering.  Call around for a welding company and see if they sell steel rods (which are cheaper than stainless steel rods as well).  That's just me opinion.

Thanks chensational, amazon has many different sizes so maybe i'll look for something a bit thinner. I just wanted to make sure it was thick enough that it wouldn't bend in places i didnt want it to!