Just a note on Connecting Threads thread...I love the price, however my machine (Janome) didn't like it very much. It might have just been me or the fabrics I was sewing with for that particular quilt (I haven't tried it again). ***I am not saying don't try it, but I am saying don't buy lots of colors until you have tried it (or any new brand of thread) out on your machine.*** I use Aurifil 50wt (orange spool) for pp'ing with no problems.
For papers, I just use cheap copy paper and a stitch length of 1.5 and don't have any trouble getting the papers off.