Vellum is the easiest to remove of any paper piecing paper I have tried. Not the scrapbook vellum but the lightweight translucent vellum. It goes through the printer like regular paper. I bought a ream of it online and haven't made a dent in it and I gave a lot away.

I don't sew through the paper anymore when I paper piece. I use glue stick (lapel stick usually) to hold the pieces down. Okay. I take that back. I still sew through the paper when I sew the sections together if it is a multi pieced block. I wish I had started using the glue stick before starting the dragon I'm working on. I really am dreading the thought of ripping all that paper out :D

I use Carol Doak's paper and run in through my copy machine and sew it thru my fabric and then rip it off after I'm done with the block. I just started paper piecing and that seems to work perfectly fine for me.

I like to use regular weight copy paper and a smaller stitch length. This works great for me.

I too prefer Carols paper and I get it from Amazon. It is strong yet easy to remove without leaving little bits behind.