I want to wire some 9w led rock lights, What is the right size of wire to use that will not burn my jeep to a crisp.

 

Depends on how many lights and the distance you're running the wire.

This is what you should read- https://www.bluesea.com/resources/1437

 

As mentioned it depends greatly on the length of the run. For example at 15 feet 16awg will be adequate. The longer the distance from (the source - ground) the larger the wire you will need.
Also, I'm unsure of how you're going to wire them or your knowledge, but, make sure you wire the lights in parallel.

 

A 5% voltage drop is generally accepted in the automotive industry. Also make sure you include the length of the ground wire as well as the power wire when estimating circuit length.

I use this calculator here.