My personal preference is Aluminium foil. I have been using it for around 15 years. By far the best results of any method I have tried.
Here's a quick list of pros and cons for each material.
Cling wrap:

(OK for smooth convex rocks with few low points or crevices

)
pro- Easy to apply because it sticks to itself. Wide sections so quick to apply. Slightly elastic so wraps tight and pushes roots close to the rock. Impervious to roots so any new roots are forced to grow down the contours of the rock.
con - Does not conform to hollows in the rock so only holds roots close to high points of rock. Breaks down quickly in weather and light. Impervious to water - ensure top is open to allow water to the roots.
Foil:
pro Conforms to contours of the rock. Will hold roots tight against the rock even in crevices. Wide sections - easy and quick to apply. Impervious to roots - any new roots forced to grow down the contours of the rock. Will last at least 1 full year when exposed to weather.
con- Not elastic - needs the pressure of soil outside the wrap to force roots tight against the rock (bury up to top of foil wrap). Impervious to water - ensure top is open to allow water to the roots.
Raffia:
pro - biodegradable - will break down and disappear over time.
con- Narrow strands so takes longer to apply. Allows any new roots to push through and away from the rock. Very difficult to remove when roots have grown through the strands. Breaks down quite quickly.
Nylon stocking/ panty hose (was recommended at one time

):
pro - Wide and easy to use. Elastic - Holds roots against external contours
con - Does not break down - once roots have grown through it will be there for most of your lifetime! Does not hold root in crevices or low spots.