I've been using one inch wide, high quality auto paint grade masking tape (automotive paint stores carry it, including the larger NAPA outlets). The roll cost about eight bucks, but I figure it should last until around 2014 at the rate I use 35 mm film (maybe longer, as my consumption has been dropping with my trend toward larger negatives). The one inch size conveniently fits between the perfs on 35 mm film, and gives lots of contact area for a good grab. I wrap it around the spindle so it sticks to both sides of the film, and try to keep the contact short enough it doesn't pull out through the cassette velvet (though it doesn't seem to do any harm if it does).
One important thing to watch with bulk loaded film -- unless you load the film in total darkness, there's an exposed tail on each roll of 2-3 frames, which is long enough that if you routinely shoot until the film won't advance, your last 1-2 shots will be on the exposed tail. Also, you need to account for that tail and the leader exposed in loading when you determine how much film to load; I've found 43 clicks of the loader gives me a reliable 36 frames between the leader and exposed tail, and I still get 18 rolls of 36 and a short one (about 14 usable frames) from a one hundred foot bulk roll.