In the UK we have something available called Press'n'Peel http://www.maplin.co.uk/module.aspx?moduleno=13464 which is a posh way of doing the toner transfer method of pcb manufacture. This is only for laser printers though.
It does the same job as the glossy spam paper but it is expensive to buy.
[edit]Just saw the kg4wsv post above, so the P'n'P does appear to be available worldwide[/edit]
If you do try either method using a domestic iron then the best advice anyone can give you is to iron the paper onto the board until you feel that you have done more than enough, and then do it some more.