Most hook shanks are tempered. I think you will find it difficult to get good bends without heating the material. A lot of articulated fly patterns just use shank cut to length and a mono loop tied in with thread. That sounds a lot easier then bending.
REVISION: my bad. I thought you were thinking of bending the hook shank, not using music wire. Music wire should work fine. Guitar strings might work as well, I use them for weed guards.