A round IDE cable will definitly help. As for sleaving, there are a variety of routes you can go. The do it yourself route is cheap, but takes alot of time and practice. You can get the sleaving here:
http://www.performance-pcs.com/catalog/index.php?main_page=index&cPath=32&zenid=623973c9c014d4e1f987e346778c559b
If you do the power supply, you'll need a molex power supply pin removal tool for the round pins and the smaller square pins.
If you have the budget, a pre-sleaved power supply is well worth the money. I tend to go for the higher end Enermax power supplies, using an enermax liberty in the main computer and an enermax noisetaker II in the secondary rig, but there alot of pre sleaved midrange power supplies available too. You can grab an Antec 550W sleaved off newegg for $64.
http://www.newegg.com/Product/Product.asp?Item=N82E16817103937
That one also has the modular connectors so you can remove any wires you won't be needing, which also helps clean things up.
I know you already have a power supply, but I can tell you this, after the third power supply I did myself, I swore I'd never do it myself ever again. the professionally sleaved ones just look better and the amount of labor you put into sleaving makes it worthwhile for the slightly added price.
Edited, Sep 30th 2006 at 7:48pm PDT by Kaolian