McMaster-Carr (http://www.mcmaster.com/) has music wire down to 0.009", if that is suitable. You can easily make your own. They also have some ready made springs, but the smallist wire I found was 0.107, which may be to large. Search for 'Music Wire' and go from there.
You might also try American Science and Surplus (http://www.sciplus.com/category.cfm/...0/category/182) The places suggested by Ken Fretz are good, and Johnkpap also has a good idea.