Grip tape
From AmtWiki
Grip tape can be used to create a secure grip on a weapon's handle. It can be found in a variety of colors -- most commonly white and black -- for cheap even in stores that aren't quite sports stores but are more peripheral, like Champs outlets and Footlockers. Most stores often carry a combo pack of the material for a considerable discount -- almost every store I've been in that had the material had rolls of white grip tape for about $3-$4 each, and a six-pack of rolls of the same size for $15.
Check out the Amtgard Resources page for more information.