Welcome to the world of PP - I am also a recent convert but I love, love, love it! I recently joined another thread, the BOM 50 paper pieced stars using Carol Doak's book of the same name. We are piecing a star a week for 50 weeks. You should join in - the blocks are fun and it is a great way to learn.
I use plain old copy paper to piece on. The only drawback I have found is a tendency to curl when the iron is too hot. I have not tried any of the PP papers (Carol Doak also has her own line like June Taylor) but when I have some extra money, I may give it a whirl. So far the copy paper is working just fine!
Great job on your blocks - you have some nice colors going on there. Have fun and check out the thread on 50 paper pieced stars under BOM/BOW.