I also bought the cheap double sided tape. I had good success with regular fletching tape but it was a little expensive.
I don't use either anymore, but I found that if I put tape on the front and back of the feather, I could put them on and align them, then run some glue under the quill and tie the ends.
Of course by the time I put tape on the front and back and got everything just right i could have tied the feather on just as fast, which is what I do now.
Patrick