Thanks sk0tt.

The instructional link pretty well describes the process. The thread/twine/string pretty much cinches down on itself. Just make sure your knot is at the underside of the bar where it won't read as a bump. No need for glue or anything like that.

If you are using finer thread/more winds, then the process changes slightly. It's more like wrapping a guide onto a fly rod, as explained here.

I should note though that since I'm a top-down bar tape wrapper, my twine wrap does not secure the bar tape - it is just juxtaposed next to the bar tape. So to keep the twine from sailing along the bar toward the stem, I wind it on top of a piece of hockey tape.

Also, it is much easier to wrap twine with the bars off the bike.