I've long recommended 3M #8402 polyester tape for this application...or, for that matter, any application where you need something to stick without leaving residue.
It's fabulous stuff. Not cheap, but it lasts forever (until you need to remove it, and then it comes right off with no sticky mess, no indication that there had ever been tape there).
I use electric tape.
No tape is the best tape. I wrap starting from the top, wrap it around itself, and bango its on. Looks clean and stays on better than electrical tape. If you want pictures i can and i will be re-wrapping tomorrow so I'll get some in process.
Dedication is a *****
wax dental floss works well too.
we've got both kinds, country and western.