I use the vellum paper for smaller projects (it's $6 a 50 sheet pad here in SD), and find it at office max, in the drafting section. They also have it as letterhead but it cost 3 times as much. (I never thought to check like Walmart or someplace like that for it)
I also use the newsprint and we have a parent teacher outlet that sells it in reams I believe was 3.00-6.00. for 500 sheets. When I had the 8 1/2 x 11 newsprint I could even take it to the local USPS store and they would print me off copies, when I would be doing a bigger quilt and needed lots of copies. The last time I picked some up I ended up with the slightly bigger size and it was lighter and had to trim to run thru my computer and then it was too light to run thru USPS's copiers. I have also used computer paper and it works but my favorite is the Vellum so crisp and easy to tear away, then 2nd would be newsprit, then computer paper.
My Avatar was a paperpieced Karen Stone pattern that I did with the newsprint paper.