Go to any sports place that deals with skate boards and get some skate board tape. Skate board tape is a lot more durable and can be formed to the grip angles of the gun than most other self adhesive sand paper tapes you find at a normal hardware store. I personally like to use Black Magic Skateboard tape. Use a hair drier or heat gun when applying the grip tape to the gun as this will allow it to form to the grip angles of the gun and allow the adhesive to stick better. Get a cheap pair of scissors to cut the grip tape to the desired shape and understand that cutting the grip tape like this will DESTROY the scissors. So don't use your favorite, special, or significant others best pair of scissors to cut the grip tape with.

Lastly, keep in mind that adding grip tape to a pistol needs to be done within reason knowing that some areas of the grip will rub on your hand while you shoot. If you put grip tape in the wrong place it will quickly saw the skin right off your hands as you shoot. A little bit goes a long way in improving your hand to grip friction on the gun. I usually add grip tape to the front and back strap of the grip, then on the sides of the grip. You usually DO NOT want to place grip tape on the under side of the trigger guard or in the beaver tail area of the grip. Doing so will result in devastated hands after an extended shooting session.