Clear packing tape....ah-la Zagi method...
I've also used monokote right over the foam...sticks well..just don't let the iron sit in one place too long...
ULINE brand packing tape works like mad....and they sell it in colors.
I've actually flown them with NO covering....as long as you wipe off the goop right after flying....the extruded foam doesn't absorb much....I've flown a little greasy mostly uncovered 1/2A for two years...with just packing tape on the leading edge and down the centerline...
I've just drawn up how I do my sheeting for ailerons and stuff...(airfoiled surfaces)...here:
http://www.crazyherb.com/PlansandDrawings/SHEETING.jpg
Hopefully that explains it pretty well...
Good Luck!
CrazyHerb