I don't know alot about the mechanics involved, but I pretty sure the amount of current generated from a coil is proportional to the number of winds, so fatter wire, fewer winds, less current... There are undoubtably more knowledgeable folks than I here... but, you can make a little electric motor with lots of winds of small wire, and one with fewer winds of bigger wire, and you will see, the small wire/more winds motor will be much more powerful. I would be suprised if different bobbin shapes and winding styles didn't make some sort of difference in sound quality. Make yourself a winder and try it!
I made one and use homemade pups on both my guitars.