There are many types of materials that you can use to make "paper" snowflakes.
Usually the most often type of paper used is plain, old typewriter,or copier paper because it is most commonly available, the right size, white in color and easy to use.
That said, the sky is the limit as far as your creative imagination for other paper products applied to making paper snowflakes.
Look around your house for items you intend to toss or haven't used in years...consider whether they could be useful for crafts.
Here are a few suggestions for paper sources to make unique snowflake designs: