I love English Paper Piecing!!! There are a variety of techniques to baste the paper shape to your fabric (going through the paper or not at all). I opted for going through the paper because I never finish anything right away...I need my projects to be able to sit for a while.
I use any old needle and thread for basting. Bonnie Hunter has a great technique for basting and sewing as you go:
http://quiltville.blogspot.com/2010/...-tutorial.html
For whip stitching the blocks together, I use Superior Threads 60 wt. Bottom Line Polyester and Fozglove Cottage Straw Needles size 11. Love them but I experimented with MANY threads and needles. There are no special threads or needles required, just what works for you.
Take a look at paper pieces for more ideas:
http://www.paperpieces.com/
I am using EPP for many of my Dear Jane blocks (posted in my albums) and have quite a collection of beautiful EPP quilts posted here:
http://pinterest.com/fraewquilts/english-paper-piecing/
I would love to see a pic of what you won at the LQS...hint hint.
Have fun and hope the power stays on.
F