I have heard that people have bought the old fashioned tablets at the Dollar Store. The paper is rough, more like a newsprint, then they cut it down to be the size of copy paper and run it through their printers. I bought the Carol Doak newspaper style from Hobby Lobby and that can get pricey. I do like it a lot.
I have PP'd with copy paper and I found it to be a little thick and sturdy for me. Plus I didn't think to backstitch when I started and ended a seam and had issues with my seams coming undone. I have read that some people dampen the seams and that helps the copy paper tear away easier. I have not tried that.