You can usually get the stuff from a speed-shop but probably the easiest is to stop by your local A/C shop and ask for some hose insulation or sleeving in the size you need. Usually you slide it on before the base hose is assembled, but if you're adding or replacing after the fact just slit it along its length with a sharp razor or utility knife and secure with cable ties or self-fusing tape.

Here's an example of one place you can order online from with different sizes: http://www.acsource.com/index.asp?Pa...S&Category=386

At speed-shops and such you can also find more variety as there are flavors for insulating against open flame, radiated heat and so forth.