Not necessarily better, just stronger. It depends on what your goal is, containing your flock or excluding predators. If your only goal is containment than a smaller wire will suffice. If predator exclusion is the primary goal than you have to ascertain what size of predator you will be dealing with. Obviously, it takes stronger wire to stop a bear than a rabbit. Other things that will affect your decision:
What is available.
What is your budget? Larger wire costs more.
One more thing to remember, the heavier the wire the harder it is to work with.