I've been using regular copy paper for over 10 years, I shorten my stitch length, it works great. There are many options that are more expensive, a few I've tried, usually when someone bought me something different, like vellum, but when its gone I go back to copy paper. When I don't want to have to remove paper I copy my patterns onto thin, cheap muslin ( often 99¢ a yard at Joanne's) then it can be left in.