Perforated Paper
Perforated Paper has been a popular Cross Stitch medium since the Victorian Era. Cross Stitch Bookmarks, magnets, greeting cards and pins are easily created using perforated paper.
Perforated Paper - Cross Stitch Stitching Surface
Cross Stitch Stitching Surface - Perforated Paper
Secure Cross Stitch Floss with a Loop
This method is great for perforated paper or plastic canvas.
Stitching on Perforated Paper
Carol Leather of X-Calibre Designs gives an overview of how to stitch on perforated paper.