I've used the pre-wrap (gauzey stretch stuff wrapped on before actual athletic tape). I'll take off a section, double it up, wrap around top of sock and then tie it off. It's slightly cheaper than athletic tape and I seem to go through less of it. You can even re-use it if careful when taking off.
Electrical tape, regular tape, guaze tape (expensive!), masking tape. Anything that sticks works. Or you can buy elastic/velcro guard stays that you can just wash and reuse. They'd probably be worth purchasing if you don't want to keep buying tape all the time. Plus team mates can't steal your stays, but mine are a total pain for seeing tape and suddenly needing it having never played wearing it before!