Not an endorsement of the shopping site (unless you go through the SubSim store to it), but most printers can use these:
Transparency Sheets
Look up what you can use in your printer on the printer manufacturer's site. I found some a good while back that were rather "thick", and could hold their shape rather well. My main problem with them was that my printer uses soy-based ink that is not water-proof... don't set your coffee cup on top of anything printed with soy ink, because it will run if not "set" with a fixative...