For the dinky few I make in a year I used the photocopy method as well. I bought "special" paper from Digi-Key at the time to do it. I haven't done enough of them yet for them to look 100% perfect (meaning some of the lines were a bit jagged), but it is cheap to do for making a few prototype boards where looks might not be a big issue.

I checked out that Kamikaze47 listed and I think my next ones will be better using the tips there.

Bart