There are a few things on a bike that can draw high current, like some light arrays and above mentioned heating items. An important factor I wanted to mention is to stay with the same gauge wire throughout an individual circuit. That is, to identify the existing wire and maintain that size, or be sure when creating a new circuit that all components are the same gauge.
If you start out with 14 gauge and you're wiring something with a fairly heavy current draw, and you then patch in a piece of 18 ga or 20 ga between the 14 ga wiring and the new device, you've created a dangerous bottleneck. There's a chance of an electrical fire in the section that's smaller gauge because current is being choked down and it will convert to heat, which is the path of least resistance.
Somewhat the same is true if you start out with 20 gauge, patch in a section of 14 ga, then install a device that can draw high current. The bottleneck is now at the other end of circuit, the beginning, but results can be the same: FIRE!
In these cases you're actually better off from a safety standpoint to mantain a circuit in a slightly smaller gauge throughout, less chance of fire. As DRONE said, most bike stuff isn't going to draw huge current, but it's still important to maintain continuous wire size in any given circuit.