While it might not be as effective as a rain gutter, a paper towel or toilet paper tube can get the job done for simple cable management behind your desk.
All you have to do is cut the tube open lengthwise, and feed your cables through. You could do it without cutting, but adding that step makes it a lot easier to work with. Once you're satisfied, just attach it to the back of your desk to filter all of your cables through one spot. I set mine on a windowsill behind the desk because I didn't have any duct tape at home, but that should work OK assuming there's not too much weight or tension on the cables inside.
Obviously, this isn't going to solve all of your cable management needs, but it's a free way to route them somewhere a little less visible.