I like to run the antenna through a drinking straw, or more usually, several straws taped end to end. In a long enough fuse it doesn't even need to exit at the tail, it will ride in the tube just fine.

If it does exit, be sure to provide some sort of strain relief where it enters the tube...like threading it through two holes of a button or part of an old control horn nut plate. I've been told (but don't know if it's true) that it's a bad idea to tie a knot in the wire for this purpose.