Magnet wire commonly used in guitar pickups is made from 99.9% pure copper and drawn to the desired diameter and annealed to make softer. There are many custom shapes available and magnet wire can be half sizes, bondable and can be made to be 2-20 conductor, parallel bonded and color coded. Specialty magnet wire can be made from Aluminum, Silver and very expensive Gold and Platinum magnet wire. Using Gold or Platinum would be way too expensive to used for guitar pickups and also the DC resistance would change.

Here are some specification on various materials used for magnet wire.