I use a cheap tablet of tracing paper by Mead that I buy at Walmart. I trim it down to go through my printer and haven't had any problem with it. Its thin, cheap and readily available. it tears off easily, especially if I fold it. I used to use regular copy paper, but this is thinner and allows me to see through it better.
Also...if I have little stubborn pieces left in that will loosen the stitches...I just leave them. The water in the washer will dissolve them, so I don't worry about it. Don't tell the PP police though!