You may just want to go back to HD and pick up the 12 gauge because shipping 1000 ft of wire and upgrading it to something like 2nd day may end up costing more than the price difference of 12 and 14 awg.
Try another Home Depot close to you. If you live close to a large city some stores are called superstores or contractor supply stores. Also your local store can transfer it in from another store. I work at a Home Depot and know most stores stock it in 500.foot coils.
The Home Depot will likely have electrical circuit wire that will serve just as well IMO. You can get 14/2 with ground for $47 for a 250 ft roll (southwire "roamex"). It's in-wall rated, and given that it can be used for a 20A distribution circuit, it's likely to handle whatever power you throw at it from your amplifier
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