I get Ottobre magazine, which you *must* trace the patterns to use. Suggestions they have: butcher paper, blank newsprint (like the big leftover rolls you can get from the newspaper), exam table paper (like in a drs. office, if you know a medical person or can go to a med supply shop), plastic drop cloth, clear vinyl, sew-in interfacing, Swedish tracing cloth (fabric store), red dot tracing fabric (fabric store), or pretty much anything you can see through and write on.
Some people put the pattern on top of the tracing paper with carbon paper or somesuch in between, then trace over the pattern with a stylus.
I use some cheapo interfacing I got on sale at the fabric store. I just trace with pencil. The nice thing about the interfacing is that it sort of grips the fabric I'm cutting out, so I don't need as many pins.