I reccommend shielded stranded Type J T/C wire from Omega Engineering for wiring to the NT module. I use this type because I can't possibly isolate the T/C cable from my other wiring on and around the PLC, so it makes sense to use the shielded type. The stranded type makes for more flexibility when pulling through conduits.
It seems odd that designers go to a lot of trouble in shielding and isolating their OTHER signal wires, but leave the thermocouple wires inside the control panel completely unshielded, even though they are very low voltage and subject to noise interference.