It's the long run, (from supply to the lamp) that I would use 16 g. for.
Actually, I found some 2 conductor 14 ga with a nice flexible jacket called "low voltage wire" which I think is intended for decorative lighting. Not sure what my eventual driver situation will be but for running 6 LEDs off my bench supply I think I'll use that. It's such a short run, I can be extravagant for 6 feet!

I may run a separate 16 g. to each pair of LEDs, that'll be easy to work out once I've got parts in hand.