Mostly 3/8" baltic Birch plywood that I get from Klingspor's in Cary. Some basswood (the crappie) and some cabinet grade Birch plywood (the shrimp boats). I like basswood the best, but it's the most expensive.
Your work is fantastic Preston, I love it, especially the one of the trawlers! I use graphite paper and have no problem with erasing. Maybe it's the eraser, I bought the ones used by architects, but I don't remember the brand. Did you sand the surface to at least 220, although I go to 380 because there's less drag on the stylus. I also burn on paper, using the artists Water Color Paper in 140 pound. The disadvantage of paper is it requires a higher heat setting, which becomes uncomfortable after while, forcing you to stop and let it cool down. Another disadvantage of paper over wood is not being able to scrape or sand out some lines you don't like. I use a single blade razor blade to scrape the wood. Bass wood is the ideal medium for pyrography, because the grain is less pronounced than other woods, as the grain on many woods is so prominent that it catches the tip causing those unwanted dot like appearances in a line. I have burned successfully on cherry, maple, poplar, and BB plywood. It's a wonderful branch of woodworking that allows ones artistic talents to flow, and relatively inexpensive. Klingspors is one source that carries everything you need to enjoy pyrography.