Sulky also has a wash-away that comes in sheets. I have used it.

I believe that freezer paper or regular copy paper is way too thick to use in FMQ. The golden threads, newsprint, or tissue paper is the better thickness to use as it tears much easier. The others are better for use in paper piecing.

I never had a problem with stitches coming loose when removing the Golden Threads Quilting Paper (gold colored tissue paper on a roll). I have used it a number of times and just love how it works. You sometimes have to pick small pieces of it out of the stitches with a pin, but since I can't draw/stitch a motif freehand to save my life, this is the best method for me to get consistent motifs on a quilt.

A friend of mine gets the sandwich wrappers sheets in a 1,000 sheet package at Smart & Final, and uses those for paper piecing and for tracing quilting motifs. I haven't tried them, but they come cut into 10x10" pieces and are slightly heavier than wrapping tissue paper (which I find too flimsy).