Van Damme cable (which is what I generally use) come in a range of different colours. (Red, Blue, Black, Yellow I think)
I generally buy the parts from Radio Spares or Maplin in bulk - 100m reels of cable and 25+ connectors to get the price reductions.
I also bought one of the those cheap Dymo labelling machines to wrap sticky labels around each end, then make up the cable bundles to the various main stands and racks tied up with velcro ties.
The long runs (approx 6m, with 30 or so cables) under my desk sits in 2m length 80mm platic guttering attached to the metal framework of my desk. Keeps it all tidy. If running near computers, monitors etc, then the other advantage of using a drain pipe or gettering is its easy to foil wrap and earth the foil to give you additional emr shielding from the computers, monitors etc. The DVI video leads tend to be the worst problem.
If you need to buy assembly gear (soldering iron, strippers, cutters etc) then get a decent temp controlled iron - it will save you from over heating the cables and melting through the sleaves and/or oxidising the joints. Also after buying gear - will probably take quite alot of cables before you break even, but you gain the flexibility of being able to make cables to exactly suit your needs and make them on demand - ie when a mate wants to plug something wierd in for eg
