I make figures of around that size and don't bother with armatures. But mine are fairly "chunky" little "monsters". However, if I did decide to use one, I would use "fun wire". It is craft wire that is coated with a colorful plastic. Same as the plastic-coated paperclips, which you could also use.
The "recyclers" way is to use old telephone cable wire - the kind you find on building sites; a cable 1/2" thick or so has dozens of strands of plastic coated copper wire inside. There are six or eight different bright colors.
Personally I use it for flower stamens, flower stems, "monster hair", whiskers, and other fun things. Clay bakes to the coating really well, and especially with a drop of liquid clay, doesn't come apart at all easily.