You can use thin wires starting from 0.1 mm diameter. Easy find on ebay either copper or silver. Or you can use
UTC Ultra Wire from your local fly shop. Many in plastic community swear by stretchable
Infini Lycra Rigging or similar Uschi ( ebay again ).
The cheaper method would be stretched sprue. You can read great tutorial by Jim Bauman
here.
This guy made a short video on plastic ship rigging many ideas you can apply to your paper models too.
Good luck
Darius