What you need:
1. 200+ ft roll of saran wrap (or more if you like) for someone under 6 feet. I am taller, so I use closer to 300 ft.
2. A gag (if you want it, which I assume you would)
3. Paper towel dispenser. (Like this one:

4. Counter, table, or chair around waist high.
5. Some tape to fasten the paper towel dispenser down so you don't move it off the counter/table/chair.
6. Means of escape, like a knife (depends on how well a job of mummifying yourself you do, which I haver never needed one)
Process:
- First, I strip down to my speedos or jockstrap (it gets REALLY hot)
- Apply gag. For me, this is usually various layers of tape, often around the head and under the jaw to keep my mouth shut.
- Sit down and start wrapping your ankles up. The tighter you wrap the more inescapable. Even a little bit of wiggle room becomes a lot when you start sweating a lot.
- Once you get to your hip, I advise to start wrapping your lesser hand with your body TIGHTLY. Since I am right handed, this means my left hand gets wrapped to my side.
- Don't miss an inch, and you can do it tight enough where this one hand is completely immobile.
- Be sure to go over both shoulders in an "X" formation to limit shoulder movement.
- At this point, your entire body should mummified except your main hand (for most, that's your right hand.) This is where you stick the saran wrap on the paper towel roll. I advise starting at the shoulder and working your way down by simply slowly spinning yourself and spreading the saran wrap over you arm and connecting it to the rest of your mummified body.
The weakness in this process is definitely the last part. Despite my best efforts, I cannot manage to get it as tight and immobilizing as my left hand, and so while it gets covered in saran wrap and there is general immobility, after a few minutes of struggling and sweating, escape it not that difficult.
Anyone got any better methods?