I usually get shibari rope from Ebay or different sources. TwistedMonk, referenced above, is a great source although I go for cheaper.
The shibari rope is softer, and thicker, than some of the rope that you can find at Home Depot.
And I second the "all cotton" comment.
Best way that I've had of tying someone down is using leather wrist and ankle cuffs, lined with this fake fur for comfort, then making the tie down tight with rope.
Otherwise, just using rope works, too.
I also ALWAYS keep a pair of scissors close by when playing in this fashion. It's only happened a few times but if someone gets stressed while being tied down, want a way to get them out of bondage FAST.
Great topic.
For prettiness, if a man wishes to feel his feminine side, I also keep pink ribbons handy. Silk ribbons, in any color, aren't that great with bondage but looks nice while tying up his cock.
Elisabeth