This is the gold standard for finishing rope ends; attractive and very secure, a good Sailmaker's Whipping will last as long as your rope does and never slip. You'll want a fairly large needle and a thimble (if not a sailmaker's palm) if you're going to do more than a few of these. For a slightly less secure, but much easier method, see the Quick Sailmaker's Whipping.

There are three main methods I've seen of performing a Sailmaker's Whipping:

1) Where the needle is passed through each strand of the rope diagonally under the whipping. This is the style I prefer; it is most secure, and if you're going to do a bundle of shoving the needle through the rope, you might as well do it in the most secure direction. You can see a video of this here.

2) Where the needle is passed through each strand above/below and parallel to the whipping, as shown here and here. This works with longer whippings than you can perform with method (1), but longer whippings are not meaningfully more secure and have little advantage in a bondage context.

3) Where the needle is only passed between, not through the strands of the rope, as shown here. This is not very secure, and if you don't want to deal with pushing the needle through the rope, the Quick Sailmaker's is a better choice.

Ashley identifies methods 1 and 2 as #3446 and #3447 respectively, and gives the interchangeable names Sailmaker's Whipping and Palm-and-Needle Whipping for them both.