What jderekt said..great link.. My recommendation for wire is 2 awg stranded..again, warn 8k, can surge over 430amp depending how you use it. I have a SBX350 quick disconnect good up to 350 continuous 500 surge along with a direct connect to Battery. I used to have a big surge 400 amp breaker, and didn't like it tripping at inopportune times.. So I tried http://www.vteworld.com/content/electromech/fuse/html/anl/anlfuse.php.
I looked at these as well, but again, i have used the heck out of this 8k winch direct wired, for more than 17 years and have never had any problem..
Ultimately, direct connect 2/0 awg, good quality connections, soldered, heat shrinked.
The problem with circut breakers is that this..The battery is good for 700amp surge, your winch could surge past 500, so long before you kick the breaker, you will know you have let the smoke out..
if light use, a breaker like picture above will work,
Smaller winch is great, you can always double or triple line pull