Made a few of those... My 7950 pulled enough power to burn through the molex 12v wire ! Tried to use two wires and now the cards crash if I try to overclock them so I guess there must be too much resistance......
Unfortunately, not all cables are created equal. In fact, some unscrupulous manufacturers will mark cables incorrectly. Copper is expensive, so bad cable manufacturers will use less than they should in an effort to make more money. Be aware of this when you're harvesting cables from fans or SATA power adapters.
In front of me I have two cables. One is marked '18AWG' and the other is '20AWG'. The 18 gauge is from a 4-pin molex -> SATA power adapter that I bought on eBay. The 20 gauge is from a PSU.
The 20AWG cable has 21 strands, each with a radius of 0.085mm, yielding a total cross-sectional area of about 0.48mm
2. Ideally it should be 0.518mm
2, but this is pretty close.
If you're not familiar with wire gauges, it's important to note that wires are larger at smaller gauges (so 18AWG should be a thicker cable than 20AWG). The cable marked 18AWG has 13 strands, and each is approximately 0.1mm in diameter. This gives us a total cross-sectional area of about 0.10mm
2. 18AWG cable is supposed to be around 0.823mm
2.
Why is this important? It's important because the resistance of a cable (and thus the heat generated by it when a certain amount of current is flowing through it) is proportional to its cross-sectional area. Basically, thin cables get hotter than thick ones. If the cable is just slightly undersized, this will just mean warm cables. If the cable is seriously undersized, the insulation will melt, and the cable could cause a fire.
At most, a PCI-e video card should only be drawing 75W from the PCI-e slot. At 12V, this is about 6.25A.
tl;dr You should use at least 22 gauge cable (provided it hasn't been mislabeled).