how to buy power cords that fit my components (i.e tight and snug)

I think Synergistics makes little pieces that go around the cables to tighten them up.  If not them, I know there are others who do.  My buddy just got a few of them for the same reason.  Little film pieces molded to go around the cable ends.

Rather than focus on what will not improve sound, and maybe make things worse, why not address the root cause of the problem? Support power cords so they naturally lay where you want them to be. That way not only is there no stress on the connection, but when properly supported there is much less vibration in the cord, and far less being fed into the component by the cord. Until and unless this is done then making the plug fit even tighter is making things worse not better.

Millers right, I have a block of wood under the connector going into my amp. 

If it's a PC you like and want to keep it in your system, wrap Teflon tape (plumber's tape) around the loose-fitting connector. Electrical tape will eventually become sticky and leave residue. I have two cables wrapped with Teflon tape and no problems.

And I agree with using a support under a cable that sags. Some cables fit tightly in the IEC but are heavy and could use a support.

Listen, if you absolutely insist on shimming it up to fit tight, at least have sense enough to ignore the awful electrical or teflon tape advice. Electrical tape is soft and squishy and the adhesive never hardens so you wind up with a goopy mess. Teflon tape is designed to be slippery, the exact opposite of what you want. So if you must- and again this is not the way to go - but if you must then use heat shrink tubing.

But what you really should do is support the cable, preferably with something like a cable cradle that both supports and isolates, in such a way that it will stay put even without having to be crammed in so tight.