What type of wire should I use for a well to hook it up to the power box.

Please understand that you question is lacking information...
You need to tell us what size the pump is with the listed voltage, amperage and horsepower... how far from the power source is the well?
What is the voltage and phase of your power panel? Is this residential? Do you intend to bury this in conduit or direct burial cable? Located in the USA?

Things are never as simple as they might seem...

What are you calling "the power box"?

For residences, usually in my area they run 10/2 or 12/2 UF. You could also use conduit.
As others have said, there is much more information you need to provide.