Modding the external structures on a power supply is safe, as long as you follow up on the knowledge that you already have (work on it out of the box and the caps will be depleated and the risk of shock will be significantly reduced.
Ultra PS's will be UV reactive. I can speak from experience on the bottom two PS's from New Egg, those are not UV reactive, but would be relatively easy to make them so. THe full acrylic is pre-sleeved (big bonus) as long as the blue sleeving is what you were wanting. If it will not match your color selection then yo uare looking at stripping and resleeving all that stuff (not fun).
I own the second (middle) power supply except all of my power leads were sleeved. It has been a good unit. I have not gone in and tested it with regards to voltages and such, but the machine it is in has been stable... so that is all I have asked of it.
But... for your acrylic case... some designs to keep in mind, that thing is a blank canvas. Let me drop an inspirational mod across your lap, and maybe it will pop a few ideas into your head!
The project is "Must Kill Teddy Bears..."
I hope you find it as inspiring as I did.