On big jobs i buy the half roll roofing paper, otherwise I just use the cardboard wrapper from the rolls of soft copper. The cardboard works ok but the roofing paper looks more proffessional and is easier to wrap.
Very glad you asked this question. I very rarely do new construction plumbing but have a complete job to do this week. In the past I've had lots of problems getting toilet flanges to sit down flush and level because the concrete pours against the pipe and when possible I'll use a flange which will slip inside the pipe or fitting. Most of the time the concrete guys do not get the concrete flat around the stub out. It's not unusual for me to have to use a hammer drill to take out the concrete around the pipe to get the flange to install properly. Sure as heck makes a log of seemingly unnecessary work.
I haven't been asked to sleeve around the water closets. I like to stub up with 4", that way they can pour concrete around the pipe and I can still glue in a closet flange on the inside. I just cut the pipe flush before installing the closet flange.
I use a 4x3 closet bend below.