I see that we have to affix labels - is there any way to do so without damaging the book or having the label fall off?  Someone suggested to me that I wrap them up in clear plastic - any affordable way to do that?  Or would just taping on a label with removable tape suffice?

Rubber bands; they then put the labels under the band and tape the bands to the label.

If people do not have to open the book or what-have-you, put them in a zip lock bag of some some kind and size.

Then put the label either in or tape it to the outside of the bag.

G
 

Many of mine are in shrink wrap still and was just going to use scotch tape to the plastic.

Painters tape if you must put tape directly on the item; rubber band over the label/tape rubber band to label is the best.

The rubber band method is best, I've seen.  It will keep the tag with the game and also allow the auctioneers/others who are allowed to open it and confirm the contents to the crowd.

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I agree with Cinnibar.
 

For my consignment store items I use string to tie the box shut in a cross like pattern and then tape the label to the string. That way random people walking browsing the store cannot easily open it. For auction items I will use either rubber bands or string but only across two sides so the auctioneers can open it easily if it needs to be opened.

Things for sale in the Consignment Shop with rubber banded tags also have a nasty habit of ending up with their rubber bands snapped off and misplaced; not, mind, that it is better to ruin your item with a bad taping job than to run the relatively minor risk of having your rubber band betray you, but Aaronr's advice is probably the best for that purpose.