Certainly most chain you are apt to use or threaded rod (if anybody uses threaded rod for this) would carry the load. You usually use the same wire as supports the ceiling. Even so, since you support diagonal corners or all four corners (depending on local code) you can usually use something like 18ga steel tie wire if the length is not too great.
Support of lay-in fixtures is NOT an NEC requirement, it may be local (siesmic/building/mechanical/fire.)
As to the gauge, with my EC hat on, we use the same wire that the ceiling guy uses. If it's a quantity job, I have the ceiling contractor drop 2 for me, and pay him. I find this is a 'good move', especially in a building with a high roof deck. The $$ is well worth it.
On small jobs, we get 'ceiling wire' from either Jaeger Lumber, or an Ace Hardware.
It depends what siesmic design category you are in. Where are you located?
Here in Utah, we are in "seismic design category D2" which means we have to install ceiling grids (and the lights attached to them) in accordance with the CISCA 3-4 Standard. If I remember right, the CISCA requires #12, but don't quote me on that part.
The reason for the gauge question, is while checking a job today, the building inspector was there, and he handed the owner a completion ticket for the ceiling, well we had temp. wire #18 holding the fixtures until the 12ga was installed. I was wondering how it passed with the 18ga., I am still continuing with the 12ga. that we always use.