I like to use newsprint for foundation/paper piecing. It's really thin and tears off easily! I tried freezer paper but don't like it for sewing on. Good luck!
I have a roll of newspaper paper - they sell it in the front office for less than $5 a roll. I just cut off 8.5x11 pieces and stick them through the printer.
Since Jerry's Artarama is just up the road from me, I buy the Clearprint Vellum pads from there. I can run it through my printer, let it dry and then use it for foundation paper piecing. It's easy to remove.
I use printer paper. I set m stitch length to about 1.5 and the paper tears out really easily.