I just did this on my new pc's PSU. Its not that bad really just sit back and watch a game while you do it. I had just bought a pre packaged kit, it came with like 4 diff sizes of wrap and heatshrink. They kind of work like a Chinese finger trap, you just have to push it onto the molex conector and inch it down. It took me like 45min or so to wrap all the wires. They came in different UV colors. They look pretty good, I dont see them though as my case has no window.
Good luck and hope that helps
Dave