If your desk is too thick for the old binder clip cable organising hack or you don't want to dent your furniture, try this other ingenious alternative: a bread tag.
The photo above from Instagram user dasootas (Tasneem D) explains it all. Tape the tag to the edge of your desk, and you have a convenient cord holder. This would work especially well with thin cables and ones that might slip through binder clips.
Since you can label your cords with bread tags too, it really does seem like cables and bread tags go perfectly together.