Hemp rope, definitely. I get it at building/home stores. I like the slightly scratchy and unyielding quality, and how it curls together when your hands and knees are tied with several coils, and becomes like one tight, thick cord (don't mind rope burns). The more you fight, pull and struggle, the tighter it gets. Mmmgh! Sometimes also thin cooking cord (the kind you use for stringing a chicken or other things, about 1 mm thick, but hemp is better).
I'm not into soft, thick cotton or acrylic rope, it looks good but it feels just too slack. Leather belts are good too, I love having my feet tied with a thin, hard, brown leather belt.