I use gaffer's tape.
It is the tape that roadies & stage crews use to tape down microphone cords on concert stages. It is black and you do have to split it lengthwise with a sharp knife to get 2 strips the proper width for a racquet head.
It does not leave any residue when pulled off like duct tape. It has a way higher amount of thread than duct tape. It can be purchased at music stores, however, it comes in a large roll and costs way more than duct tape, so, if you don't have any other use for it other than head tape, a roll could be a multi lifetime supply.
Same here. I usually don't use tape to cover, but gaffer's tape is my first choice now. It's tough and doesn't leave residue. It's flexible enough to bend and match the curves of the racket. If you put it on in layers, it can be a great way to experiment with adding/moving weight around the head before you commit and start buying/cutting lead tape. Or just use it instead of lead tape. I started using it for weight on my prestige frames because they have cap gommets and you can't get weight under the grommet/bumper until you restring it, and I don't like putting lead on the inside hoop on the prestiges.