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So I’m going to buy a pin Vice with a variety of bits.
Have any of you ever found a variety pack of wire for pinning that might be useful?
Alternatively what size wire do you recommend?

Paperclips.

 The Phazer wrote:
Paperclips.

This. It's all you'll ever need short of assembling a Forge World Titan or Manta

What size bit would you recommend?
I’m gonna Get a set so i guess that’s irrelevant. lol

The few times I’ve needed to pin something:

Rummage around the office to find a paperclip
Find what bit I have is the correct size to match
Drill
Cut to size
Glue.

But I’m far from an expert.

1mm brass rod, if you want to be 'professional' about it.
I bought an 8-pack 10 years ago, and have not used the first rod up yet.
If 1mm does not work, use it two rods.

For everything else, there's paperclips.

I use welders iron rods they are very sturdy but have some flexibility but dont bend easy. i use them for pinning and for attenna's or other stuf.

Something at 1mm or less will work for the vast majority of things you need to pin in this game. I found some random aluminium wire in a skip about 20 years ago and I’m still working my way through it.

I bought an 18 gauge aluminum spool for armature wire, and it doubles as my pinning stuff. Ma's been buying up the plastic-coated paperclips and whilst they work good for holding a paint filter (old tea bag) to the cup and not rust out, they're evil for pinning. I also got some jewelry "wrapping" wire that's half the size for REALLY small bits like hands- but again, bought this for rope/ wrapping around armature for more "tooth" to place clay and putties on.

As has been said, for most stuff paper clips or 1mm brass rod is all you need.

If you’re doing REALLY fiddly stuff and you want thinner rods, I’ve found beading needles to he excellent. sturdy and very thin, got some flex in them so aren’t brittle which is important at that thinness. Normal sewing needles are far far too thick, the ones made for beading are excellent though.