Which is better: bubble wrap or fleece, for greenhouse insulation?

No question - bubble wrap.

Thanks. I've bought a roll but how do I fit it? Do you do vertical
strips or horizontal, or doesn't it matter?

It came with clips that fit the grooves in the aluminium frame but
there are not any groves on the corners. How do you attach it at the
corners?

Unfortunately I don't know. I only have a wooden summer house and fitted it
last year with drawing pins. What about sellotape. It doesn't matter if
the rolls are vertical or horizontal - whichever is more convenient. Think
of it like double glazing in a house. The fewer gaps the better it will
work.