I fabricated some support blocks from lefover 2X4's, experimenting a bit to get just the right height. If necessary, file or saw a small rounded indentation notch at the top of the woodblock which fits directly with the cable being supported. Slip it under the cable first, then bottom the block onto the component shelf. The block lifts the cable just slightly as it "snugs" into place, holding it & the cable nicely in place. I didn't even bother to paint the blocks; can't be seen from the rack front anyway.
Cardboard tubes cut to length also work fairly well if the weight isn't too much. Paper towel tubes, T.P. tubes, wax paper or kitchen foil cardboard tubes do the trick, & form their own rounded notch under the cable as they're slid into place. I used to have one under an amp's heavy AC cord; the bottom of the tube rested directly on the floor behind the rack.
These tricks work best with *heavier* components of course.