I've used credit-cards, medical syringes, pencils, waxed-paper, but one of my favorite ways is using a tongue-depressor:

I roll some around a golf pencil.

It's like playing Tetris. LOL

I wrap about 3ft of tape around Tylenol 'travel' tubes (about the size of a roll of quarters). Some bags have several tubes, each with different items inside and each with tape on the outside.

I currently have mine wrapped around a golf pencil too. I'm planning on wrapping some around a gift card one day and trying that out.

Besides what's in my kits, I carry a "Pocket Duct Tape" (found here) in my pocket at all times. Very handy and easy to carry in pockets and small kits. One could make their own but the commercial, compact packaging seems pretty durable and prevents the edges of the tape from collecting pocket lint and causing other sticky messes in my pocket. These make nice, inexpensive gifts to those who are uninitiated on preparedness because they open the door to further dialog on the topic.

+1 for pocket duct tape. They've already rolled it, and its in a usable size. I don't mind paying a bit instead of rolling my own. ymmv.