Thinner wires can help save you on your electric bills, especially with LED lighting. I accidentally cut my power consumption from 27 watts to 11 watts just by using too thin of wires in a temporary design for the led driver I built. Things though are a bit dimmer now.

This is NOT recommended though for high amperage loads or high voltage as the wires may get hot. But for low voltage lighting purposes, thinner wires or any resistor for that matter will reduce the current flowing through the fixtures.