Ziptape Rite & Wrap labels:
Ziptape® - Smart Cable Management Solutions. Comes in cloth or synthetic tyvek. RW51 comes in a roll of 300 labels, each 3/4 wide by 1-1/4" long, where the first 1/4" is a white write-on space and the remaining 1" is clear; wrap the written-on part first, then wrap the clear portion on top of that. Won't wrap all the way around larger wires through (circumference has to be less than 3/4").
Brothers labeller and clear shrinkwrap for larger cables.
Other options:
ZipTape MityMark: a little kit of 10 tape dispensers, each with a role of one digit (1-9 and 0); tear off a digit and wrap it on the wire, followed by the other digits required to make a number. Keep an Excel spreadsheet key to the numbers.
Home Depot carries some Ideal Industries' wire marker products:
http://www.idealindustries.ca/produc.../wire_markers/. Pads of peel-off numbers and letters.
Coloured shrinkwrap is not a practical option, I don't think -- most places do not carry enough colours, and a person would have to find a variety of sizes. Same with coloured tape.