Make Your Own:
I have used wood strips that I cut myself. You can cut them thin or thick, depending on your aesthetics and whether you planned ahead for thick strips. A long time ago, I used tiny finish nails for clamps, which I sunk and filled later. These days, they make special clamps, and some people just use a lot of tape strips wrapped over the edge. I would not use the finish nails today, but we were just kids back then.
Ready Made Edge Banding:
Furthermore, you can buy ready-made edge banding in a wide variety of woods. They are thin veneer strips in rolls that you glue to the edge of the plywood. I have not tried this type of edge banding myself, but it is a popular solution. Some pre-glued ones come with a hot melt glue backing and you just iron them on. You can trim them with a razor knife or a similar tool. There are specialty tools for applying and trimming edge banding. They can range from small handheld gadgets up to huge industrial scale machines that do all the steps automatically, and are priced accordingly.
Note: I have seen the ready-made edge banding in many stores. I have also seen the industrial size edge banding machines in use. I know many people who have used the pre-made edge banding, but never tried it myself.