The thickness that you use depend of the length of the cable and the amount of power you need to transmit. For a 3m cable transmitting 40W, 1.5mm2 will probably be enough. 2.5mm2 will probably work too and you will be sure it will be enough dimentionned, even for higher powers.
When you have enough cross section, you will not be able to hear some differences between "more section" and "enough" section. But please be aware that the volume will raise tinily between every higher sections.