[MpG]

Heat shrink wrap for wires is easy - any automotive store will generally carry it, as will many hardware stores.

The sleaving can be a little tougher, and will generally depend on what kind of electronics stores you have (By electronics stores, I mean ones that sell electrical components). In Ontario, there are larger chains like Sayal and Active are usually pretty good for wire sleaving (although no bets on what colours will be available). Beyond that, some hobby stores and independant electronics stores are worth a look.