I have used parchment paper - the kind you use in baking - to draw a design on and then stitch over that. It is thin enough to see through and remove but strong enough to take some moving around (doesn't tear like tissue paper) and less expensive than the golden threads paper.
If I'm going to wash the finished product which I always do with a quilt, then I use washable markers or the ones used for quilting in blue or purple depending on the situation. Just spritzing the blue marker will make it seem like it disappears however it doesn't remove all of the ink down into the batting and it can reappear so washing is the best for that type of marker. You have to work fast with the purple air erasable ones as you only have about 15 minutes before they begin to disappear.
I'm not fond of frixion pens as I've had them leave shadows.