I recently went in search of paper for my newly-resurrected 9815 printer. I've settled on Staples part number 472872, "9 thermal rolls for gas pump receipt and credit/debit card printers", which seems to work fine and produce nice, crisp output. Here is a pointer:
http://www.staples.com/webapp/wcs/stores/servlet/StaplesProductDisplay?storeId=10001&catalogId=10051&langId=-1&productId=98504&cmArea=SEARCH
There is something profoundly gratifying about suddenly not caring if I waste paper!
/ji