Editor - We've actually got a very simple and affordable answer: IKEA. Get yourself over to their home office section and you'll find the SIGNUM Cable Organiser. If you want something with a bit more colour and at a smaller size, there's also the Cablebox Mini, available in an assortment of colours.
We've used these extensively for our home office and home entertainment center, and they can either be used on the floor or mounted on the wall (you might be able to use the removable 3M mounting system strips); another idea is to mount the SIGNUM to the underside of your desk, with the top cover facing forward to avoid the need to attach to the wall.
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