Parchment paper is one of the greatest inventions since canned beer. It's great to cook with and bake with--nothing sticks to it. Most supermarkets sell parchment paper--but the stuff they sell is way overpriced and under-performs.
The parchment paper I buy comes in a very simple brown and green box. The brand name on this stuff is not at all apparent; it might be "Beyond Gourmet". The brand, if that is what it is, is much less obvious (and in smaller type) than the description on the box, which is "Unbleached Parchment paper." I pay around $4 or so for a box that's 71 square feet, which is way less expensive than Reynolds or some other nationally-known brand.
In the Northeast, Stop & Shop carries this stuff, perhaps in the "natural foods" aisle. I've noticed that some stores specializing in cooking "stuff"--equipment, spices, etc.--also carry this stuff.
It is the best parchment paper I've ever used. The box notes that this stuff is made in Sweden.