The Powder-In-Tube process has been employed to fabricate tape-like conductors with a strong metallic sheath and based on the newly discovered MgB2 superconducting phase. Long superconducting tapes prepared by packing reacted MgB2 powders inside pure Ag, Cu and Ni tubes and cold worked by drawing and rolling have shown transport properties at the same level of bulk MgB2 samples sintered in high pressure, high temperature conditions. At 4.2 K, the highest critical current density of 10^5 A/cm2 has been achieved on Nickel-sheathed single-filament conductors. A direct correlation between sheath tensile strength and unsintered tape critical current has been observed.