It ain't that difficult to find wire. Just go to a hardware store (Hope Depot or other home improvement centers) and look around. They come coiled up and you do have to straighten them out.
There's a wire that is galvonized steel (i think) and it's coiled up in a package--not that expensive at all either--BUT! It's very VERY sturdy and hard as heck to straighten out. Thus, you don't have the wires bending while performing the puppet. Coathangers tend to bend depending on the puppet's hands heaviness or the movements you're doing.
When you find a thin wire that is hard as heck to bend, that's it.
Then, I cut the length of the wire that I need, wrap it around at one end to fit the hand, and then loop the other end (very narrowly) for my hand to control it. I paint the tip (spray paint) and clear coat it the same color as the material of the hand, then wrap black electrical tape all the way down and around the part that I'll be holding.