Slow and steady, also keep the tape nice and tight.

Watch a few you tube vids first. Have a beer. Just keep it tight and as even as you can and don't worry about undoing a few winds if it doesn't look too good..

I followed the Park Tool guide and it went ok first time!

Don't ponce about wondering, buy some dirt cheap tape and shove it on. Use it for a bit and see where/how it fails. Then do it with some better tape.

I start at the flats/tops and run down, using the plug to hold it all in at the bottom - pristine, electrical-tapeless beauty.

(I like quite thick tape and I use gel under it, so am not a real man and you can ignore all the above)

http://www.youtube.com/results?search_query=bar+tape&sm=3