Hi, I use chicken wire for many of my larger pieces, since the paper needs a strong base....the trick is, the paper does not stick to the wire!

What you need to do is work in sections, so that you only cover the wire with paper on places it will just lay on top. When they dry, you can gradually turn your wire frame and add more, until the whole thing is covered. The paper sticks to itself, and gradually you build up the form. the wire remains underneath so if the paper wants to shrink or warp, there is something under it to prevent that.

You can also put masking tape over the parts of the wire that are going to be covered with paper. It adds some stability to the wet paper as you place the first few layers on, since it isn't gooshing through the spaces between wires.

As for what size to use and how to shape it, I decided on 3/4" wire, and have been shaping it with needle nose pliers and a pair of nice hefty wire cutters. The size is really a subjective thing, I like the medium size holes because it means it's small enough to work on smaller projects, but not so small that the first layer is nearly all metal. The smaller-holed stuff is also a lot stiffer and harder to bend into interesting shapes, but I suppose if you're doing really big shapes that don't need to have structural twists and turns, it would be nice for that extra bit of support.