I had problems with black electrical tape. Heat doesn't do good things to it, in my opinion. It peels off eventually. Some people may not ever have a problem with it, but I did.

I use packing tape. Doesn't warp, the tape doesn't even feel warm to the touch, when holding the probe up against the UTH. I was afraid I'd come home from a vacation I took recently to find the tape fallen off and my probe on the floor and my snake being cooked to death. Didn't happen, held up nicely. There are other options of course, but I personally like packing tape.