Gareth,
When I first started I used to cut my own sandpaper and used 3M 77 to glue it on because I was just not going to pay the premium for the roll paper. Got tired of that and finally bought the roll. Now I have every grit roll on the bench and about 5 different bars laying on the table with different grits and lengths. It would be the best 5 bucks you ever spent.
http://www3.towerhobbies.com/cgi-bin...?&I=LXK321&P=0
Mark