You can sub GXL for SXL; both are jacketed in cross-linked polyethylene insulation (the 'XL' suffix of the designation). Essentially, SXL has subtly improved heat tolerance and abrasion resistance over GXL. There is no difference in the conductive strands between the two. Occasionally, you will see TXL sold as well. The insulation characteristics of TXL and SXL are similar, but TXL has a thinner jacket (lower abrasion resistance) and used for applications with restricted available space and/or where increased flexibility is important. In high abrasion or high ozone environments (such as in the engine compartment or routing in the vicinity of sharp metal edges), opt for SXL/GXL. Regardless of the wire insulation class used, wrap wiring in high temp convoluted loom or expandable braid loom as needed to manage multiple strand runs or to protect wires from anticipated abrasion.
As for price, shop the cheapest. But, don't forget to factor in S&H and availability of color choice, if that is important to you. Terminal Supply has the greatest color selection in a broad range of wire gauges that I've found thus far, although I'm sure there are other sources to be discovered.
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