A bunch of weeks ago, I got a strange request from Charles Neil. He wrote me to ask where I get my hockey tape from. How did he know I use hockey tape?! He must watch the podcast... :)
He just got through a long week of clamping up cabinets so his fairly sensitive hands were sore from tightening up and slipping on clamp handles. Ah, now you know the reason for the tape!
I use hockey tape anywhere I need to improve a grip or, as in the case of my shovels, avoid blisters (for my sensitive hands :) This is the shovel I recently used to dig a foot-deep 30' long trench by the house to bury a power cable for the shop A/C unit (currently my favorite tool! the A/C not the shovel). No blisters in the after-math.
So how much will this shop wonder run ya? Not a lot, actually. I think the Canadians subsidize it to bring hockey to the masses. You can get it from Hockey Giant.
Renfrew friction tape will stick your hand to the handle; meant to stay high friction with ice and water on it. This is perfect, only downside is that after grabbing it, you'll notice "friction tape" feel to your hands. A little saw dust will likely kill that feeling. I have a roll of this in the shop; people buy that high-friction expensive tape at the woodworking stores... this stuff is better and cheaper. I use it often to make a surface less slick. Couple strips parallel to each other and what you place on it won't really move much.
Another type is Renfrew cloth hockey tape. This is general hockey tape in several different color rolls for marking stuff. Feels great on your hands. There are wider sizes, but if you are wrapping handles, you'll be wrapping in a spiral; too wide a tape and you end up with a lot of overlap that makes it all lumpy. I use 1" tape for handle. Also useful underneath stuff that tends to have sharp corners that gouge the bench top.
What you don't want is any of the 'stretchy' tape or 'shin guard' tape. Both are used to hold equipment on you so they don't really have cloth.