Do you have an Autozone near you or other auto store? If not a hardware store should have it. I bought mine at Autozone and it was very cheap. It comes in black and white and is used to cover exposed wires in trailers and such.
Its sometimes called split wire loom. It is corrugrated plastic and has a slit down the side to push the wire through. Works great!
They also sellthem at Ikea, if you have them where you live. I've also used the plastic tubeing that you use to cover shower curtain rods. They also come in pretty colours, unfortuately they don't bend.
OOOH at Ikea really? I love that place. I have one 2 blocks from my house! Its so cheap and cute and wonderful. I need to go investigate the ones in colors.......... Soon my whole house will be bunny proofed and I won't have to keep them in the room except at bedtime.
Thanks for the replies, we have all of the above near us (though IKEA is the furthest). I tried looking on Home Depot online, but maybe it's just one of those items that's not online. We'll look there while we're out, if not, we have tons of autoparts stores nearby.