This is a wonderful convenience. The longer the flight the better. If you have space constraints then it is better to make your flights as long as possible and sacrifice some of the width. There are many types of wire mesh available for your aviary construction. Welded wire is also a little bit more expensive, but not much.
Many keepers use hardware cloth with half inch openings.
This is a good choice, especially if you are keeping small birds like Diamond Doves and finches. If you live in a colder climate then it is wise to heat your aviary. If you choose to heat with a fossil fuel then be sure to vent it properly. Carbon Monoxide will kill every last bird in a very short time. A valuable trick is to use transparent or light emitting fiberglass as roofing.