I've gotten hooked on "gaffer's tape" (sorry, don't know a specific brand) which is typically available from commercial photo supply houses. Photographer's/videographers use it to temporarily anchor flash cords, power cords, etc. It sticks/holds well and is formulated to leave virtually no residue.

It tends to be a bit more expensive, but the fact that it doesn't leave any gooey residue makes up for the difference.