Cheapest (non-DIY) while still looking decent is Headphonelounge - same sleeve I used to sleeve my .... computer rig at home. Best looking is Zeus/Qcable/Norse audio..
If you don't care about the sound/cable stufff, buy some paracord (5 bucks for 500 feet) + borrow a solder iron (free) and sleeve the stock cable yourself (1-2 hours)
No DIY, looking at headphone lounge now. Thanks. I'll bookmark this for the future.