Go with 0.120" wall for the main cage tubes and you can use 0.095" for gussets and non-essential tubes. Don't skimp on materials, the cage could save you or your friends life in a roll over. Your vehicle weight dictates the need for 1.75"x0.120" tube if you go by SCORE Rules, which is a great guidline. (3001 - 4000 lbs. 1.750” x .120” CDN/4130/Seamless or ASTM 1018/1026 CDS/DOM)
As for your sketch, the curved tube like that will not work as you don't have enough room to run something like that inside the cabin. Take a look at some other manufactures cages to get an idea of what works.
Also, you may want to look into getting a pre-built/bent cage. Once you figure out how much tube you need, bend it and what not, you may be better off getting one already done. I ended up getting mine from 4xInnovations in DOM and it is a great cage that takes less than a day to install and rather inexpensive when you look at what you are getting.
