first, painting a heatsink would reduce its effectiveness drastically. it would serve as a barrier between the metal and the surrounding air, thus insulating the heatsink. bad idea. if you want a colored heatsink, try to find one that is anodized. I doubt they have any that react to UV light though. . .
second, why would you want to paint your cables? just buy tubing, or better yet, buy round cables. I guess you could paint over the round cables or tubing if you wanted to, since that is simply flexible plastic, but you can find glow in the dark cables and tubing that would eliminate the need for painting