Since I'm sure Sandy is busy making names

, I'll pop in here and help her out....
You can get the paper at either Wal Mart or online. At Wal Mart it is a little pricey, the pack of paper is small (5 pages ? I think) and costs around $10. You can find it by the photo and specialty printer paper> or you can buy it online, here is a site that sells for $1.00/sheet :
magnetic paper
Oh, definitely keep it all together. It is much easier and will look better that way...imo.
The magnetic paper should work in any printer....it is actually pretty thin, thinner than some card stock. You should not need to make any adjustments or add/remove parts.

As far as printing them..I happen to have just typed up this to help someone else so I'll share it here too...
There are a couple of ways you could do this...
Magnet How-To:
1. If you don't want to mess with the expense of magnetic paper, you could print them out on paper. I wouldn't print them directly on colored paper because you won't be able to see the design as clearly. You could print them on regular white paper then glue to a colored piece for background..or just cut out the design. I've heard people sometimes laminate regular paper signs to make them more sturdy, since you have to put magnets on the back and sometimes thin paper doesn't hold well...So then you could glue magnets to the back and, voila! Door sign.
2. This way may be a tad bit more difficult but it is the method I prefer. You print the design directly on magnet paper. You can buy it at most Wal-Marts (by the photo paper) it comes in a pack of I think 5 or 10 81/2 by 11 sheets. I don't remember how much it cost but it was relatively pricey...maybe $10/pack(?) Or you can order it online. Anyway it is a thin magnet paper that goes right through your printer at home...just print the design...cut the magnet out and slap on your door! It's great!
A couple of tips....I always print the designs (like the names) at the size they are made. Resizing them can sometimes make the image blurry or pixellated. Since the paper is expensive, I try to put as many magnets on one sheet as I can then cut them out individually. One good way to do this is open the image, copy it and paste it into word. Repeat with other magnets....click on "print preview" to make sure everything is on the page...then print. And make sure once you print them...lay then flat to dry for a while...I leave mine overnight...the magnetic paper is not very porous so it takes a while for the ink to dry. I smudged my first magnet by not waiting long enough.
And one more tip....always print a "test sheet" of your magnets on regular paper first, that way you can be sure the designs will print correctly without wasting a sheet of magnetic paper.
Hope this helps ya'll....happy printing!