A Kit-of-No-Parts has a Paper Speaker How-To up. It Looks to be a great resource to get started in experimenting with paper speakers. I might just have to give it a try myself.
Inspired by Marcelo Coehlo’s paper speaker and Vincent Leclerc’s Accouphene textile speaker, these paper and fabric speakers are made by running 5-9V amplified sound signal through a very conductive coil in close proximity to a magnet. Unlike most speakers that have the wire coil wrapped cylindrically around the magnet, here the coil is in the plane and directly adhered to the membrane that moves the air creating sound.