Like Muskygary, I also use thread, primarily too because I have it and have been tying with it a very long time. I'm use to it and it works well.
The bands are easier, since you can pre-assemble them, but as you've said, they don't keep everything in any specific order and in time they can deteriorate. That's not a big issue as far as making them & selling them, but for any long term storage it can become a problem. Plus threads come in many more colors than the bands.
I've tried using wire, but frankly see no advantage to using it compared to using tying threads. It's more cost per measure to buy it, and is not as easy to work with compared to thread. Plus, depending on the wire, it can corrode. If you have plenty of wire, and doesn't cost you anything to use it, then certainly makes sense to use it, but not otherwise IMO. I use plenty of wire for tying flies, for bodies & ribs, and sometimes adding weight, but don't see it as better than thread for securing jig skirts.
I've yet to have a jig skirt fall apart using thread, so wire is not any better IMO.