Your decision on solid core is good. If you ever wanted to go stranded, Litz 9.5 awg from partsconnexion would also work great. You do need a soldering pot to prep the ends. Each individual wire has a coating. It must be removed.
If your going to build a box, do an internet search; X capacitors and Y capacitors. These little beauties remove hash from the power lines. Unless I'm mistaken, the X caps go from hot to ground, and neutral to ground. The Y caps go from hot to neutral. A world of difference almost forgotten in the diy world.