I'm no expert like the gentlemen above me, but I've been using this technique - which I picked up from black women I've dated - with reasonable success: Got2B Glued (yellow bottle, glue form). They and all their friends used this method from what I recall, as it's readily available & doesn't make a mess. Since getting a piece myself & researching Got2B, I see a lot of variation to this technique, including using the "freezing spray" in the place of the glue.
Because I like having a lot of product in my hair, this method has worked quite well for me, despite its not being water-proof.
I apply my tape around the perimeter of my piece as close to the hair as I can, except in the front.
At the frontal hairline I apply my tape a bit farther back, using the Got2B to pin down the actual hairline.
This doesn't hold as well as my tapes, of course - thanks for the Walker No-Shine tip - but it works well for the day.
I keep toupee tape in my wallet just in case. None of them seem to hold very long for me - I'm talking 2-3 days tops.
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At this stage of the game I've no interest in having a fully exposed hairline. I use the Got2B because no tape holds my very front down for even a day.