I'd suggest buying brass rod and tube - Albion Alloys offer a wide selection and are stocked at the usual online retailers and many local model shops.

It is soft enough to be easily shaped - for example to a taper - and solders well but is strong enough not to get bent or broken too easily. Seems to take paint very well, though I always play it safe and ensure a clean, de-oxidised and roughened surface by a light rub-down with a fine abrasive.

Below about 0.5 mm, brass is a bit too fragile and you need to use steel for anything more than the shortest lengths (eg, small gun barrels) - piano wire, for example - but the higher strength and hardness makes that more difficult to shape, especially to get perfectly clean ends.