A roll of parchment paper in your kitchen is a smart investment, albeit
an expensive one if you do lots of baking. For those of you who
want to reuse the parchment paper by keeping it from curling up while baking, America's Test Kitchen recommends using magnets.
This trick only works if your cookie sheet or baking pan is made of metal. Grab some round magnets (the ones without plastic decorations) and drop them on the corners of the parchment paper. The magnets will keep the parchment paper in place as they stick to the metal baking pan. Be careful removing them once you're done as they'll get pretty hot after some time in the oven.
Other tips for keeping your parchment paper from curling up when you bake include pre-cutting sheets to match the size of your baking sheet and then storing the sheets in between two baking dishes, and spritzing the parchment paper with a little water or oil to make them stick to the cookie sheet.