Like my brother, I use a lot of twisted wire and I use some of the same twisting techniques as does he. There is more to twisting wire than simply twisting wire. I combine metals such as twisting .18 gauge 14 k yellow gold and .18 gauge sterling together to make ropes. The gold and silver don’t twist together as a perfect match but the look I get is something I like when added to a larger piece. I order my metal to come to me dead soft and that typically means a consistent degree of anneal. However, the gold is always a little harder than the silver and that may make for an inconsistent twist so I anneal the gold again before I use it in this application.
I have contemplated getting a kiln for annealing purposes but I can think of a few dozen other implements I may need more. The point there is take great care when annealing wire. A little more here, a little more there and you have inconsistent twists. Take the time to learn to torch anneal on the bench.
I rarely use metal lighter than .20 which I twist with a DeWalt Variable speed drill and a cup hook as described by Rob. I will use the drill to twist up to .14 ga. but that gets into the stage where greater care as you twist need to be taken. Heavier gauges tend to harden a head of themselves as you twist them so in my experience the heavier the wire more care is needed in annealing. 14 gauge and heavier I use a pair of vice grips and a bench vice. And I may anneal again before I am finished twisting.
“Jewelry Making for Schools, Tradesmen, Craftsmen” by Murray Bovin is a great general resource but it does have some basic information on twisting wires.