What size transformer are you looking at (i.e. frequency, power level)? The core size will make a big difference.
I'm sure others here have more experience, but here are some initial thoughts.
For a small core, Triple Insulated Wire is probably the way to go. With this, you can wind almost all the way along the bobbin. You'll still need a coupe of turns of tape around the bobbin to contain the layers mechanically.
Triple Insulated costs more money and also has a lower winding fill factor (because the insulation is thick). Exotic types like Triple Insulated Litz wire are available, but hard to source and expensive.
For a larger core, you could use single insulated wire, but you will need margin tapes at the edges of the bobbin (maybe 3 or 4mm at each end!) to manage the creepage distances. And insulting sleeves where the wires come out of the core. Layer to layer insulation can be the yellow mica tape - it's very thin, so getting 3 turns around won't make much difference.
Single insulated is cheaper, easier to source, and can result in a higher winding fill factor.
Edit: Could anyone be hurt (i.e. exposed to high voltages) if the primary to secondary insulation fails? This will have a big impact on insulation design.