The electrical department at the big box home centers have all the wire, staples (including clips with masonry nails that can be driven in to mortar if needed) and connectors needed for this task. Bare or insulated #10 copper is the smallest diameter that should be used. I use solid, but stranded will work fine.
I advocate that the mast be connected to the existing electrical service ground system. That almost always requires running more than a few feet of wire. If you use a gable mount, can you run the wire were the soffit and wall meet, all the way around to the electrical service? Or, down near the ground then around? (It's hard to guess the solution without seeing the building.) I try to avoid running coax across a roof, especially in a manner that could catch debris and cause water to back up under a shingle.
Even though it may add some coax to the total run, I generally recommend that the coax run from the antenna to the grounding block which should be located within a few feet of the existing electrical service ground. Only after passing through the ground block should the coax penetrate the building.
http://forum.tvfool.com/showthread.php?t=901