I used something listed in the catalogues here as "PVC-tape", it's a markup for electrical wires really. You know, "this one is +, this one is -, this one is ground.." Rather thin, and very plastic. It cost about $1.50 per roll of above 10 yards. I worked it around a wooden bbq-scewer.
There are craftstores, but there aren't many good CRAFT-craft-stores. There's one place called Kreatima, but they've only got paint and art-stuff really, and there's Panduro who are mainly about stuff that's almost finished and you just put it together. They've got some good stuff, but nothing real craftsy for creative things like duct tape or rubber foam or anything, more small packages of mosaic stuff for a fortune, or tiny forks meant for a dollshouse which they market as card-decorations. There are the hardware stores and the woodyards which don't just supply hardware and wood, but they don't have colorful stuff, only practical. Mostly you'd have to find either stage suppliers (only in bulk) or some tiny store in the middle of nowhere importing from the states. And it can be difficult. :/