your best option is probably Cable Organizer. they will have everything you need when it comes to heat shrink, sleeving, or anything that has to do with wires! they are pretty reasonable also.
OK, this is the cheapest I found so far (Cheaper than all of the replies so far, and I am the newbie who started this thread). http://www.svc.com/sleeving-flexo-pet-sleeving.html Any where that you know of, cheaper?
Cheapest I ever found. I did my PSU with it, and also sleeved the wiring for my car stereo, and then sleeved a bunch of underhood wiring in my car. I've probably purchased about 1000 ft of various sizes/colors from here.
I have to agree wiht most... I bought my sleeving at svc.com. You could buy it at the other places, and I'm sure it would be cheaper, but if you are ordering something from svc (They sell everything from video cards to heat shrink ) you might as well get the sleeving there too and have it all come in one shipment.