I used cheap copy paper also, it worked out great. There is another method you can do for paper piecing, only if you plan on machine quilting it.
Copy our pattern block onto muslin squares, either via your printer or by tracing it. This method work great and you don't have to do any removing of paper, you just sew right onto the muslin. It's pretty cheap, you just buy the cheapest muslin you can find.
If you do this method, check on the internet for the best way to print on fabric for your printer.