A coat hanger is usually 12-18 gauge wire (depending on the variety). The bigger the number the smaller the wire. Those wimpy white hangars from the dry cleaners are 20 gauge, the suit variety are closer to 12.
Ok, go back to Home Depot, look in the same aisle where screws & small fixtures are. They will have a variety of wire in coiled packages, mostly OOK brand. I prefer 14-16 for most projects where the wire needs to support something. (I can still cut this size easily with wire nippers by hand).
You want the wire one continuous piece all the way around the dress. That is the key to it both looking good and not jabbing you in the butt with sharp pokey ends when you sit.