Everyone has an opinion on this. Here's mine. Finishing your wrap with electrical tape looks like a half-assed solution. I use twine. I've used shellaced kitchen or smaller hemp twine. Lately, though, I've taken to using the waxed thread that Velo Orange sells for their various elkhide sew-on stuff. I have never used the stuff included with handlebar wrap, not even the stuff Brooks included with their $75 leather. If you insist on tape, I believe hockey tape may work well.

Black waxed thread



Un-shellaced hemp twine



Shellaced hemp twine