There are two ways to get that look. One is to buy screened cable with an opaque insulator, and wrap it in TechFlex screen (best place to get it if you live in North America is PartsExpress, in Europe/UK is
www.coolercases.co.uk . If you get the silver-coloured TechFlex, you don't even need to use screened cable beneath it, since silver TechFlex is conductive and therefore acts as screening (just remember to connect one end of the screen, though ideally not both ends, to ground).
Easier, of course, is to simply use screened cable with a clear insulator. There are a few good suppliers of this:
If you live in Canada, SupremeTronics in Toronto has one of the best deals in the world on this stuff -- I think it's C$2 a foot for very nice stuff; they claim it's silver-plated copper but that sort of nonsense isn't important; what's important is that it's well-made cable with good screening and nice insulation and wire of the appropriate gauge.
In England, Farnell sells it -- the clear is only available in 50ft lengths. They also sell very nice screened cable with grey insulation in any length, in many different thicknesses... if you're a perfectionist, you can even make screened AC cables, which might help you keep RFI out of your audio chain.
Mouser sells Belden CDT, which is good clear screened cable, though only in 500 foot spools for unspeakable sums.
Look on EBay, too: There are entrepreneurs who buy the big spools of this stuff and sell off shorter lengths.