I’ve never used servos but on my steppers the high power wires are:
Main power + and - to the drive which in my case are 72V. Can be 1-1.5mm2 or larger if you already have some. Just watch out the max diameter ferrule you can use if you go much larger.

4 wires to the stepper motor which drive the coils. These need to be flexible type and ideally a multi core cable with an outer screen. Around 1.5mm2 CY cable is OK.

All other signals like step, direction and enable can be much smaller diameter as they just carry logic signals. Ideally twisted pair for step/dir but I’ve had no issues with just plain cable. Some people use CAT5 cable so you can see the diameter only needs to be small and doesn’t carry any appreciable current. I don’t know this for sure but I would expect small diameter cable is preferred due to lower EMI, as well as being cheaper.

I think on a servo there would be feedback wires and I would expect these to be small diameter too.