Command Strips are the best. in my opinion.
Command Strips, available on Amazon
They have adhesive strips, hooks, and velcro. Just make sure you use the right ones for what you are hanging, to ensure they can support the weight. I usually clean the wall first, so there is no grease or anything that will cause the command strip to fail. I buy them on Amazon, but you can get them at Home Depot, Lowes, Target, Ace, and other stores.
Because the command strips are not permanent, you can pull the adhesive off the wall when you move – with no damage.
If the wall is very smooth, you can use suction cup hooks.
double sided tape should be used with care, as it may permanently adhere and cause problems when you try to remove the item (like pulling paint of the wall).
Enjoy decorating, it makes your house a home!