I take it you want to power the lights with the small wire. If you are serious about the 1/4", you could use RG-142 coax. It is teflon coated, actually, a pale pink. The braid is silver plated copper, and the center conductor is silver plated copper. I use this stuff in my RF lab at work. If you want something smaller, but it is blue, there is some cool cable used on Navy ships for controlling radios. It is also almost all pure silver under teflon. I could ship you some for the price of postage. It is about 3/16" diameter.
When I get my BMW HID lights, I will have the same problem: choosing a non-cheesy wire to power them with.