Just about anything and everything seems to have been succcessfully used for wicks in the past including, believe it or not,fine copper wire stripped from cables. Ceramic matting cut into strips can also be used. Fibreglass is one that I have had some success with but on my current build of a spirit fired gauge 1 loco. I shall be using carbon fibre wick which is said to give an excellent blue flame. Preempting your next question, one carbon fibre stockist is Just the Ticket Engineering Supplies (no connection) who sell it at about £2.50 per pack. Whatever you use, don't pack the wicks too tightly and be prepared for some experimentation on the height of the wick which should also be a good 1" + below the boiler.
Mick