It is all a matter of preference and wrapping talent. I don't mind the brifter cables sticking out, but when I did the drop bar conversion on my touring bike i cabled the brakes tot he stem and the (Bar End) shifters to the inside of the brake levers.

Brifters


My Brake Lever/Bar End Shifter Setup


But, if you are pretty talented and craft, you can do whatever you want. They sell cable guides/housing guides that you can use or you can simply just place the cable under the bar tape.