And if you are just going to be sleeving some fans, don't bother getting one of the kits -- you'll end up with a lot of material that you don't need.
1/8" sleeving works good for single fans.
I get all of my heatshrink tubing from a local store,
Altex, but there are better places to get it I'm sure. But the stuff is good quality, so it works for me. I went and bought a few mailing tubes from the Post Office, and cut them down to size so that they would fit in my tool box (I have a tool box for modding). Then put the heat shrink in the mailing tubes, and they are stored perfectly.
I would recommend a heat gun for doing the heat shrink work, as they can be bought for cheap. I bought mine for $20 off of Ebay, and it's wonderful. Harbor Freight has some for like $10, but I had a most horrid experience with their online store, so look around.