Now you probably don't think of tape as an essential pyro supply, but if you make homemade stuff, you need tape often. The biggest use is for salutes that don't have flash powder. With flash you can just use cardboard and glue for end plugs, but for BP and other weaker powders, you need a strong casing. A 1/16 of an inch of cardboard won't work so the casing should be well wrapped in tape.
Electrical tape - Electrical tape is very strong but very stretchy, making it's use for reinforcing casings questionable.
Masking tape - Works well and is cheap!
Duct tape - This is good for large things because it's so wide.