Actually, it came on the card that way. I think Gigabyte is the only company that makes a 6800GT that looks like that. The passive heatsinks on the underside transfer the heat via those tubes to the top where the active heatsink/fan take it away. It's part of the reason I bought it. I think Zalman makes an aftermarket kit that is similar.
I'll try wrapping the SATA cables tonight, but it looks like yours are in a better position to do that. My SATA ports are on the bottom edge of the board where yours face the HDD bay.
Thanks for the link to the led strip. It's funny, because I found the exact same ones on another site right before you posted that. At any rate, I think it's what I've been looking for.
Now I just need to get some sleeves for all the extra cabling. Also, I find that the Ultra X-Connect 500W PSU is extremely nice for the money and it's modular, so I may go that route instead of the NeoPower. It has gotten fantastic reviews from every website I checked and the cabling is not only UV reactive, but it's braided so it looks very very clean.
here:
http://www.xoxide.com/ultra-x-connect-500-watt.html