Copper does not have to be used. A good quality performance wire and boot will give almost as good a spark. I say almost because a solid conductor will always conduct better than one with added resistance. The difference in the spark, however, will be unnoticeable on the street and measurable only with laboratory instruments.
The reason automotive ignition wire has added resistance is to lower RFI. That's radio frequency interference to the FCC guys.
If all you have is some TV coax and an old boot, you can use it but it will play havoc with an AM radio.
Edit: BTW speaking of coax. The boots used for weatherproofing coaxial connections can be used at the CDI, especially if it's mounted with the plug wire pointing up. A straight plug boot can also be used. They don't hurt anything no matter which way they're mounted.
Ted