I normally use waxed paper and butter it, as well.  Buttered parchment paper will also work. 

You can get the shape you want by putting the bottom of the pan on the paper and drawing or cutting around it - this works great for squares and oblongs. 

The trick for circles is to take a square slightly bigger than the circle you need.  Fold it in half, and in half again, and again, and again, always keeping the point of the triangle the same.  When you can't fold it any more cut the edge opposite the point the length of half of the circle you want - unfold.  Voila!

 

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