I agree that wrapping paper isn't a good choice, although it's because the wrapping paper I use is heavy and would be hard to tear. Plus, it's expensive.
I got an end roll of unused newspaper from my local paper for free. It's about 4 feet wide and, even though it's the "end" of the roll, there's got to be a lifetime supply of paper there for one family. I use it not just for foundation piecing, but also for packing air pockets in boxes I ship, and the kids use it for drawing/coloring/painting.