Once you get used to the ease and convenience of parchment paper, there’s no turning back. You won’t have to worry about sticking pastries or cakes again. Buy the largest sheets you can find so they can be cut to size without patching. Whenever possible, buy parchment paper that is packaged flat, and not rolled—the rolled paper curls up on the pan. The only way to fix this problem is to grease the pan to glue the paper in place.
Wax paper starts to scorch at 300°F, so while it can be used for lining the bottoms of cake pans (where it is covered and protected by the batter), it can’t substitute for parchment paper in applications where it will be exposed to the oven heat.