This is the heatshrink tubing I use, generally before connectors are on.
I get the individual 4-foot pieces:
http://www.mcmaster.com/#heat-shrink-tubing/=13qj3mzThere's this style, I use it on harnesses that are already assembled:
http://www.mcmaster.com/#standard-cable-sleeving/=13qj9vsTheir full selection of sleeving, some of it is expandable:
http://www.mcmaster.com/#standard-cable-sleeving/=13qj6by