For plastic tubing, try aquarium filter tubing, available at aquarium
fish shops.
If you don't have a tube vise, just find a large sewing needle, like a
tapestry needle. Your regular vise should hold it OK. Then slip the tube
onto the needle to tie your fly, and slip it off when finished. If it's a
really snug fit and you have trouble getting the tube off, spray the needle
with WD40 first.
There's a good book called "Tube Flies" by Mark Mandell and Les Johnson.
It has lots of patterns and suggestions for tubes and rigging them up.
Janet