You could put cable clips like these on the back or side of your desk...
Use whatever the largest one is that won't allow the plug of the cable through it, and route the wire. It won't hold the wire tightly, but also won't allow the plug to fall through. This way, you can allow the cable to "retract" through the clip (it will still dangle, but if you place it right, it won't matter), so the cable is always within reach but mostly out of sight when not in use.