I'll take paper! Occasionally I'll go ahead and have a cone rolled with the clear stuff (i think it's cellulose or celluloid or something!:stoned and it's great except it doesn't seem to burn as well and it almost ALWAYS goes out with 1/2 an inch to spare!

But the clear stuff is better for the environment, so when I find a brand that works as well a actual papers, I'll switch over!