I put under cabinet Halogen lights in during my kitchen remodel. I
wire stapled the wire under the cabinet, ran it through a sheetrock
wall (with just a drilled hole) and into the same switch box as the
garbage disposal (seperate switch, of course). The wire I used came
with the lights. It was actually flexible wire, like an extension
cord, with a plug in on it. I cut the plug off and attached it to the
switch (and the neutral, of course).

Works fine, but I'm guessing, it's not up to code.

I'm wondering why it's against code? I'm guessing the cord does not
have enough insulation to pass through a hole in the wall? or enter a
junction box? Or is it that it's not color coded...or what?