If you are going to use wire taps, then no, there is no problem with different guage. The wire taps are made in sizes to support a range of guages (08-12, 12-18, etc)
As long as both sets are within one guage, (and I don't forsee them NOT being) then you will be fine.
Radioshack has an ailse where you buy LEDs, etc, and there should be a chest cabinet with multiple labeled drawers on it (a1, c12, etc) and there should be a small catalog book on top of it to look up parts and then locate them in the parts bin.
Ray