Also remember that you aren't going to want to join together several leftover scraps. I recently sleeved mine (double-layered, actually) and my recommendation, with sleeving as cheap as it is, is to buy more than you think you'll need, and WAY more heatshrink tubing than you think you'll need.
Also, you can probably get the Molex pin tool for $7 at your local Radio Shack. Mine has about five of them in stock. Might be a way to save a few dollars
I bought 1/4" stuff and that worked fine for everything but the 4-pin ATX12V auxiliary-power plug. I couldn't figure out how to release the pins from it, and 1/4" sleeving won't fit over it with the plug on (not for me, anyway). You may want to pick up one piece of 3/8" for that cable.
I extracted the pins from the 6-blade "legacy" plug with a thin piece of metal to release the pins, so that one wasn't such a problem.
I recommend consulting
MDay's sleeving tips
here, which helped me tremendously.