I've made parchment cups before, they are kind of a pain to do in quantity but they work and look great. You can buy them precut and folded, my cake store sells them and I am pretty sure you should be able to find them online. Actually I think Wilton even has them now. But they are $$$$$. I'd love to use them just for the more natural aspect because you can get them untreated and chlorine free but I can't justify the additional cost yet.
NOTE - wax paper is NOT the same as parchment - I've had several people try wax paper and had a disaster on their hands. Not saying any of you would do this, but you never know who's reading