If I'm doing regular paper piecing, I use blank newsprint that I buy at Michaels on a pad with a coupon.
My favorite method is freezer-paper piecing. You fold the seam back and sew next to it so there is no paper to tear off and the freezer-paper pattern can be reused several times.
This is where I learned the method:
https://www.youtube.com/watch?v=OqMiC1_JdqQ