Tie them with strips of old knit tee shirts (soft and stretchy).

Or use two-sided green velcro to fasten them to your trellis.

Or stretchy green plastic tape designed for tying plants.

Or buy some reusable vine clips. They're nice because you can hold the vine with one hand while you attach the clip with the other. And they can be re-positioned (unlike the difficulty of untying and re-tying cloth or tape). The white clips are a bit smaller than the red ones. I've seen them in various catalogs. There are online places where you can buy thousands very cheaply. I don't know if they're sold in garden centers yet.
http://images.google.com/images?hl=en&q=tomato+clips&btnG=Search+Images&gbv=2&aq=f&oq=

Someone (anney?) advocates waiting to bend stems until they're just a bit dry; she says stems that have just soaked up a lot of water are stiffer and more likely to snap.

don't let them get too big before trying to weave them in there too. Check them every few days to see if they need woven in.

I love the green velcro stuff (if you can find it)... 45 foot roll was about $3 at Home Depot.

I'm using some foamy wire stuff that I got at Menards. It's handy because I don't have to tie knots, and it comes on a roll, so I can cut off pieces as big as I need. I'll have to see hwo resuable it is when it is time to clean up in the fall. :)

I may regret it later, but, I'm just using twine to tie the plants to a trellis / grid made of 1x2 boards or reign in some unruly branches on my determinates. Last year I used strips of cotton cloth (old lounge pants).

Platys, I was looking for some of that ~was it pretty cheap? Seems like it would also work well to lash bamboo or other supports together.

Thanks everybody for the replies. Excellent hints, and I thank you much. Barb