Basic material is some flexible tubing: 2 cm (0.8 in) for one cable clip is fine. In this instructable transparent tubing with an outer diameter of 8 mm (0.31 in) has been used, and an inner diameter of 4 mm (0.16 in). Wider tubing may be used to hang thicker cables, pencils or even brooms. The idea is to remove some material at the exterior sides, to result in two triangular clasps, constituting a fastening clip. In order to pin up the clip, a small hole at the backside of the clip allows to screw it on a wall or closet.
The author of this instructable is also selling the cable clips. The webshop is accessible through http://www.instructables.com/member/openproducts.
The following steps will guide you through the process or creating your own clips. In step 8 some words are spend on explaining why this clip is innovative.