Is the cable as thick as possible or as thin as possible?

When we buy cables, if we buy wires with a smaller current carrying capacity, the cables will heat up when we plug in the higher-power appliances, causing leakage and overload, which will burn out the appliances or cables, cause circuit damage. So someone said, since the thick wire resistance is smaller and the current is larger, can avoid electrical appliances burn out, short circuit, blackout, then home laying wires, are not using thick wire good? In theory this could work, but it is not necessary. On the one hand, the thicker the cable, may be more power-efficient than the thinner wire. Because the thinner wire, its resistance value will be greater, electrified state, can produce a lot of heat, may be more power consumption. A thick wire with a large cross-sectional area will have a smaller resistance value and a smaller load, thus saving electricity.