Original poster: Steve Conner <steve@xxxxxxxxxxxx>
All other things equal (including the price), I'd worry about %Z before I worried about winding material (with lower %Z being preferred).
I wouldn't even worry about %Z. In Tesla coil and Jacobs Ladder experiments you always use a pig with a ballast big enough to swamp any leakage reactance of the pig itself.
Steve Conner http://www.scopeboy.com/