By "sheet" do you mean the paper used to put the pattern on the wood, or the type of wood?
Plain printer/copier paper works OK but getting the spray glue just right can be tricky. Some people cover the paper with clear packing tape. That helps lubricate the blade, and makes the paper stronger and less likely to tear. Adhesive label paper works well also - it's a little heavier than printer paper and the glue is already on it. In either case, after cutting, soak the paper with mineral spirits or paint thinner to soften the glue so it peals off. Or use a heat gun to soften the glue (but don't burn your project).
If you mean the wood, baltic birch plywood in 1/8" and 1/4" (3, 4, or 6mm) works great. You can even get it in 1/32" for fine work or book marks.
