Tape round the head.

What type of strapping do people use to tape round they're heads when playing? I'm in need of some for this weekend and don't like wearing scrum caps.

Selotape. Just kidding. Most people use a pvc insulation tape dont they?

Hockey tape

I'v heard people say to use medical bandaging and just tape round it?

Nah man it will come loose and fall off. I assume you have an injury? Need to cover a cut or cauliflower ear? Normal tape is no good as it will just fall off if you get a bit sweaty and offers no protection.
Use a bit of padding then wrap with sticky bandage, the thin pink stuff or the wide white stuff depending on your need. Pink stuff is easier to peel off though. And if you have a shock of hair you should get it good and soapy in the shower before removal.
As a finishing flourish you could add go faster stripes with electrical tape in your clubs colours.

http://www.firstaid4sport.co.uk/mobile/rugby-tape-crugbytape/

People typically use medical tape, but held in place by standard black electrical tape, which is the black tape you see on players heads everywhere.
Never leave home without it.