2 different methods
1. The traditional method: Wrap the tape around the cable housing for about 3 or 4 inches from the bar-end (or to the first "bend" on an ergo bar). Then, let the cable housing come out of the tape, and form a big loop in front of the handlebar, looping back around to the cablestop on the frame. Done this way, both cables will sorta look like a big McDonalds "M" in front of the handle bar. There should be lots of tandem and touring bike pictures of this on the web. Continue wrapping the handlebar normally.
2. The "aero" look recommended by Fixer, where you route the shift cable along all the curves of the handlebar, almost to the stem, where it "comes out" from underneath the tape; the tape completely covers the shift cable (and the brake cable if you are using aero brake levers). I use this method, because it gives a cleaner look. If you do it this way, make sure the cable is new, clean, unkinked, and the shift housing is top quality (i.e., don't use old brake housing to do this), otherwise you may get some shifting problems with the number of curves the cable travels around the handlebar. First, securely tape the cable housing around the handlebar. If your h-bar has 2 grooves (for campy shifters), I would recommend routing the cable on the outside of the brake lever, and let it settle into the groove on the backside of the handlebar. If your h-bar has only one cable groove, run the shift cable on the inside of the brake lever, and tape it directly underneat the brake cable all the way to the stem. Be sure to leave enough housing "loop" from the inside of the handlebar to the cable stop on the frame, to allow the housing to flex when you steer. Then just wrap the handlebar normally as you would any other handlebar. I've built a couple touring bikes and a tandem this way, with no shifting issues whatsoever.