Wax paper is a good substitute for parchment paper, except when baking. Wax paper is not heat resistant and should not be used in an oven, as the wax could melt or ignite. When baking, a Silpat baking mat may be used instead of parchment paper.
Wax paper has a thin coating of wax on each side, which makes it nonstick and moisture-resistant. It is less expensive than parchment paper and is available at any supermarket. It may be used to replace parchment paper for tasks such as covering countertops. Silpat baking mats are made of flexible, heat-resistant silicon. They are much more expensive than wax or parchment paper but should last for years.