I had great results using LutroOs Teleios Sleeve and the heatshrink-less method. For plastic sleeving MDPC-X or LutroOs are the best options. I've not personally used MDPC-X, but it has been considered the best for a while. The Teleios sleeve is relatively new, but is considered a very close competitor to MDPC-X. I have been using it for my current build and it has been excellent. Great coverage, good colors, and melts evenly (for Heatshrink-less). Also, it has a good price and is faster to acquire in the US.
Teleios Sleeving -> http://lutro0-customs.com/collections/types?q=Specialty+PET+Sleeve
MDPC-X -> http://en.mdpc-x.com/mdpc-sleeve/sleeve.htm
The LutroO and MDPC-X shops have everything you will need to make your own custom cables in addition to the sleeving.
Here are some pics of my sleeving using the Teleios (colors are black, white, and gray):
As for the length, it really depends on your build. The way you route and manage your cable will determine the length required. The best way is to measure the cables you plan to sleeve and calculate the sleeving length needed. Add about 20% for mess-ups (They WILL happen) and for sleeve length contraction and stretching. Nothing worse than running out of sleeve halfway through a project.LutroO Teleios Sleeve Pictures (Click to show)