Try the electronic supply houses: Newark, Mouser, Digi-Key, etc.
Finding numbered wire may be difficult and more expensive. Most wire is color coded.
As for actually buying the wire, I often purchase multiple conductor cables and strip off the outer jacket. If you want 25 colors, get a 25 conductor cable. A 100 foot reel will give you 2500 feet of wire for a lot less than 25 individual reels. For that many colors, you will probably need to go to striped wire. Often they are in pairs like red with a blue stripe paired with blue with a red stripe.
If you want to see the selection available, check out Belden or Alpha Wire on the web. Others also.