It is way easier to buy a PSU with sleeved cables than doing it yourself. First you will need the proper tools to pull the wires out of the connectors. some connectors like the sata connectors on some PSU's the wire can not be removed. so this forces you to use an over sized wire sleeveing to get it over that connector and it will not fit correct and will look like crap.
trust me on this I have done it and learned my lesson. Buy what you want to start, don't modify for in this instance. you can but extensions that have the sleeving already on them.
most will work fine as long as they are sleeved. there is very little difference between manufactures in the extensions so it will mostly rely on what you feel comfortable with for a brand.