I've seen a braided electrical "shielding" or insulation - it's a braided hose that goes around wires as insulation.
Find a store that sells electronic components - not like Radio Shack - but a real live electronics supply place - that sells diodes, resistors, capacitors and switches - they'll have different sized insulation, and dont forget to have a look at their micro wires - I've found packets of colored pre-cut and pre stripped (the ends of the wire have 1/4" of the plastic insulation removed) wire - perfect for distributors and cables - I've found yellow, green, black, red, blue and white.
Good luck.