I've used paper for strip quilting many, many times. I like to leave the paper attached until I've finished with the top and then tear it away. It can be a little cumbersome to do an entire quilt top, but the extra stability when sewing it very worth it. At one of my latest classes, I learned to used muslin squares as the base. They don't have to be removed and there's an extra "crispness" to the finished top. I've also experimented with using vertical strips with the horizontal ones and alternating the blocks. It certainly did give a different look the project! Whichever way you decide to strip quilting will work -- do what makes you the happiest.