What should I use, VeloPlugs, Rim Tape, or Rubber Rim Strips in new wheels?
There are advantages to all of them, but tape has always been my preference. 

I've used velo plugs, but in my wheels the incidence of loss was too high. They lasted me less than a year, before I lost all the extras, and went back to tape. 

I don't use rubber rim strips because the rubber degrades, and they move around too easily. 

I prefer Schwalbe high pressure rim tape, because it gives a good seal, stays put, and sticks better than cloth tape like Velox, but still removes clean and easy when the time comes. 

I hope that helps.