It should be about the same size as the power going to the starter or a gauge smaller. It is a shorter run for the ground than the positive and since it is only cranking a few seconds it can handle the current for that length of time. That is one of the "big 3" that most people do upgrade though. 4 AWG should be plenty large enough.
While this is the main engine ground there are a few other less direct paths to ground (O2 sensors should have their own ground wire, the motor is mounted to the transmission which has the half shafts to the chassis, etc).
2001 ZX3 2.0L Zetec-
Hatch Nation #42
Going through Rebuild See "The TICK Build Thread" for details (http://www.focusfanatics.com/forum/showthread.php?t=289168&referrerid=62897)