The best tape I found which still allowed almost all the feeling in the fingers, while offering great protection is called Vet Wrap, OK so it sounds like its a vets supply and it is

# In fact I think it was first designed for horses as it sticks to itself very well but doesn't stop them from running.</p>
Now if you visit your local vets and ask them to help you will find this tape absolutely great, it offers full protection while allowing full movement and feelings.# Its available in several colours and widths, I used to use 2", a small roll cost about £5 but would last me over a month, and that was shooting each and every day, so if you shoot less then it'll last you ages.</p>
Micro-pore tape is OK, however it doesn't offer that much protection, nor does it allow full movement if placed across a joint, oh and just wait till it gets very hot or wet, its a sticky mess.</p>