I prefer to use a thicker tape while bevel setting, then switch to normal thickness for the end of the bevel set and for the rest of the progression. If I desire a hint of a microbevel, I do my final finish with the thicker tape.

I also color code my use of tape in three main categories--bevel setting, sharpening, and polishing. That way if my honing is interrupted, as it often is, I know approximately where I was at with each razor.