The LS2 coils are pretty straightforward to wire, 20 Ga is fine, although if you get prewired pigtails you can upsize the power and power ground lines a little.
The logic ground goes back to the ECU, the coil power grounds are the only thing I ground at the engine.
(The pinout etc is in the MSextra//MS3 manuals)
The connectors are common items on Ebay, if you pull junkyard coils do make sure to grab the connectors with them with as much wire as possible.
If you have proper ratcheting crimpers for F type pins they are also available uncrimped, makes for a cleaner install.
I use Paladiins, get them with die you can use, uninsulated crimp is my preference, also 2 sizes of the F-type die are available, Delphi also make a much cheaper tool for the Ftypes (weatherpack/metripack) that I hear work very well.
If you do splice, use the hot glue lined heat shrink waterproof crimps, buy a box of 50 each of red and a box of blue. (50 each, I ONLY use the waterproof splices and ends anymore on anything, as much for strain relief as waterproofing)
The ones from an auto parts store are OK, but you can buy name brand ones online for about the same price that are much thicker metal. (vital for long term reliability of the 1/4" spade connectors.
esp the females)
I double over the stripped wire on 20 ga for a stronger crimp, and I use the "uninsulated" die on the heat shrink crimps for the same reason, the displacement type die provide a better crimp, the normal "insulated" die are too big for the very thin plastic of the heat shrink crimps anyway. The hot glue will "heal" the insulation damage when you shrink it.
Also buy a good pair of nick-free strippers, I got a same design set made in China on a lark on clearance for $3.50 (mostly to see how bad they were), they have proven to work ~just as well as the IDEAL strippers I use at work, but YMMV.
They will pay for themselves in the first half hour.
You cannot go wrong with the list here:
http://hiconsumption.com/2014/09/best-wire-strippers/
Get the Ideals and the Kleins, real thing if possible...
The Ideals come in different sizes of cutters, you want to be able to do 10-24 ga.
With proper care these are lifetime tools in most use cases.
I have 2 12ga line coming off a separate relay feeding them, the relay has its own power feed from the battery, and has about 10 wraps through a radio shack split ferrite core for noise suppression.
I have 2 more split cores on the feed lines near the coils: the purpose of this is to keep as much high power noise out of the electrical system as possible.
On my first MS2 install I had a separate driver box for the inj and ign drivers, and the ign/inj power and switched lines were routed on opposite sides of the car from the sensor cable for the same reason, to avoid having the high power stuff in the same cable bundle as the sensors... Probably overkill, my MS3 setup is wired in one cable, but the LS2 coils help.