Your ideal method to fit the most copper in the slot is to simply slide a solid bus wrapped in a thin film of kapton down the slot. (see, solid-slot motors, and the difficultly of controlling these low inductance beasts, it's a case of extremely high motor performance and efficiency capability, but controller tech isn't up to the point of controlling them effectively)
Your second best option is what Remy does, custom forming flat strips of copper and welding the ends down close so end-turn loss is minimized. (see Remy HVH)
Your third best option (though extremely difficult labor to do) is to wind square enameled wire into the slot stacking blocks of copper cross section to fill the slot.
Your 4th best option is a single strand of the fattest wire that fits the slot to make the number of turns you need. This is because the ratio of copper cross section to wasted insulation space is minimized if there are no additional parallel strands.
Your 5th best option (and what is most commonly done because the winding process is easy to do with human hands) is bundles of fine wire. This can not achieve the copper fill theoretical limits that a single large wire can achieve because of the additional wasted volume of the insulation, however they easily straighten and lay flat in the slot where the bigger thicker wires tend to bow when wound by humans.
If you had big wires and small wires with no insulation, it would make no difference on your limits of copper fill. Small wires with insulation will always be theoretically worse than big wires with insulation. However, in practice when wound by human hands rather than a machine with plastic die it forces through the slot to make each pass lay flat in the correct place, small wires generally result in the best fill.
Here is a decent page going over the geometry and copper fill associated with large wires vs small wires, and should clear up many of these misconceptions.
http://www.flyelectric.ukgateway.net/winding.htm
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