I looked high and low for affordable prices on 21 gauge sterling silver wire and here's a list of places I found. I'm offering this list since Google Analytics says a surprising amount of people arrived at my etsy shop trying to find 21 gauge wire.
Considering ordering from here the next time I need 21 gauge wire, they have dead soft like I like and offer 1st class shipping so the shipping cost doesn't get prohibitive.
They carry many great products including argentium wire at good prices.
This is where I actually did order my wire 21 gauge half hard sterling wire from as well as other supplies.
They only carry certain varieties of 21 gauge, (half hard square, dead soft square, full hard round (I find I normally only use half hard and soft)). They also have a lot of other useful products and tools for jewelers. I've ordered from them a few times.
LG Jewelers Supply
They have certain varieties of 21 gauge only - half hard half round and half hard square (no full round)
I have found some 21 gauge on etsy and there are a lot of other supplies on etsy too.
I did find some 21 gauge wire on artfire, was slightly more expensive than some of the big stores, but still not a bad price and shipping was cheaper, ordering a larger quantity might make a great deal for you.
I'm ducking from all the tomatoes coming my way! Sometimes, Ebay doesn't have the best reputation among my fellow Etsy artists, especially since there are so many kind, hardworking people within the Etsy community who sell jewelry supplies that we all could be buying from instead of going to Ebay! However there are times when you can get a good deal on Ebay - just make sure you check the seller's rating and feedback out and compare prices to competitors first.
If there are any I missed, feel free to leave a comment letting me know and I'll add them to this list. I wouldn't mind knowing anyway for next time I need to buy more of it myself. :)