A speaker from a toy car!
I can promise you that using any kind of wire will sound equally horrible through a toy car speaker. In high quaility loudspeaker systems the current through the wires can be quite large so keeping it's resistance as low as possible will prevent resistive losses and as Audioguru pointed out will improve damping. For reference, damping is an indication of how well the amplifier output and loudspeaker cone work in unison. In a poorly damped system the cone will over-travel when moved and the tone quality will have peaks in it which make some sounds seem louder than others.
Brian.