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MC has the wire in it. Comes in 12 and 14 AWG. It's what we suggest when we do barns our outbuildings particularly in the country. It costs a little more than Romex, but considering the reduction in time to install it over EMT, it's well worth it.

For anything larger than 12 AWG, we'd hard pipe out over then put flexible metal conduit from the box to an air compressor or welder for example.