I went to Frys and for a few packs of multicolored wire. The packs had 25ft of white, black, yellow, green, and red. I then went to Home Depot by Kinevals recommendation and got some doorbell wire. (Blue) They have lots of nice colors in DB wire.
There are alternatives, most wiring supply places sell wire marking kits which are adhesive number or letter strips that you wrap around each end.
The problem here is that as the adhesive gets older, they start to come off the wire. Then you have lots wire wrappers sitting on the bottom of the CP.

In the past I have made a little map of what wires went where and why. (I build gizmos too). I usually try to keep with standards (green-ground, red - +5 or positive voltage, yellow - +12 or other voltage...)