My first (unsuccessful) braid is so bad I cannot salvage it. This one came out nicely, with beads bought in bulk on one of my trips to NYC's beading district near our offices in Midtown. (HRWers, I sneak out between meetings. Every 15 minutes free is precious bead shopping time.)
Kumihimo instructions and supplies can be found here. The ropes are extremely strong and have a nice drape. Set up is a pain but it works up very quickly once you get rolling!