I have an '09 LTZ (with the chrome strip at the top of the body-colored molding). I also have OEM Esky molding sitting in my garage, waiting to be installed.
The Esky molding already has 3M tape applied to it, so there's no need to add any tape to it. The only thing you WILL have to do to the molding is remove (2) tabs on each piece (I THINK there are two per tab on each piece, and not just on the longer pieces, but I'll have to verify that). The tabs are obviously meant to sit in alignment holes in the Esky doors -- but we don't have those holes in our doors. The tabs are nothing more than .5" plastic posts, and so I clipped them off with snips.
Just an FYI...
Oh -- If you DO go the factory route other than Escalade moldings, I'd go for the Tahoe ones for sure. The Denali moldings have a bulge in them that I think looks terrible. The Tahoe ones are much cleaner, IMO. But, to each his own.