The wire gauge for anything carrying signals - e.q. end stops - is not extremely important. You can go small - 24 gauge or 26. As a general rule. though, if something is generating heat - such as the heated bed or the hot end(s) - then you need beefier wiring.
For the heated bed - which draws up to 10 or 11 Amps, I wouldn't use anything less than 20 gauge - 18 if you have it. I think the vast majority of people who have difficulty heating their print beds probably have undersized wiring (or a bad solder joint). If your wires are undersized, they will heat up - so you can check them and up-size if you think it's needed.
The hot end is a little less demanding. I think something in the 22 to 24 gauge is fine. This gauge is probably also fine for the steppers.
As far as the DB connectors is concerned, it's generally fine, BUT if you are going to use this connector/cable for the heating element on a hot end then I'd use two or perhaps 3 of the conductors to effectively increase the gauge. I do not recommend you use this kind of cable or connector for the heated bed