I think my first experiments were with a couple of sheets of HP transparencies, which we had at work - the kind intended for use on an overhead projector.  I was planning to buy myself a box for experimentation until I discovered that they needed to be used with a laser printer, and I have more ready access to an inkjet... I had trouble with ink density - my images were too dark for the effect I was after.  So I moved on to another project - sorry not to be more help!

I have printed photos on transparency paper, but have even had pretty good results printing on lightweight regular paper when the light was bright enough and the image was light in color.  (I modified an Ikea light a few years ago by replacing their printed plastic insert with a photo of my own.)  You have to read the box specs carefully with transparency paper, as some will only work with a laser printer - the ink can smudge with inkjet.