Some people also swear by using Swedish Tracing Paper which you are supposed to be able to sew through. I have never used it myself, but it basically looks like a slightly thicker version of the parchment paper. I found a 29 in. by 30 ft roll at CreateForLess for $15.64 (includes shipping).
Finally, you can buy a roll of pattern tracing paper (as shown in the picture) that is 21 in. by 77yds at Clotilde for $12.98 (includes shipping).