I've tried copy paper, newsprint (unprinted, of course), vellum, and paper piecing paper. I like vellum and the paper piecing paper best. They both tear the easiest of all types of paper. The vellum is see-through, which is helpful with certain patterns or techniques.
However, another way around the tearing part is simply to NOT tear - fold the paper out of the way and stitch. This has become my preferred method of ALL methods of paper piecing.