If your hands are hurting from the grips, it might be a good idea to start a bit thicker and softer and go from there.

Cinelli cork is a very good soft and thick tape.

If you find you like the tape a little thinner, Fizik is good. Lizard skins tape is very good, medium as far as thickness goes (though it comes in a thicker variety), but a bit more expensive. Most guys here say it's worth it. I live by the Fizik stuff.