As for with or without adhesive, my understanding is that adhesive (glue) makes it very difficult and messy to remove or re-wrap the tape, which is bad if you don't get it right the first time. Tapes that are just a little sticky on the bottom are easier and cleaner.

Deda tape costs like 80 dollars here in Korea, so it's not an option for me, but I got some Specialized S-Wrap (cork) for 5 dollars. It's quite grippy and padded, and I've been very happy with it so far.