Jon Bon, fair point. I'm not expecting a measurable return in dollars or degrees, I just want to know I've done everything I can to maximize the efficiency of the system.
My main area of concern is the corrugated copper pipes that connect directly to the water heater -- those are like a heat sink and are difficult to insulate with foam sleeves unless you also tape them pretty well. I also want to seal the foam joints wherever there are brass fittings since those are also small heat sinks.
I'm thinking Gorilla tape might be the way to go. It's cheap, strong, and good to have around the house anyway. I will also look into the tape suggested by lthenderson -- thank you.