Freezer paper is an absolute necessity for me when sewing dolls, especially when sewing small detailed parts like fingers. This is much easier and more accurate than tracing around a template and sewing on the drawn line - nothing against those who do so, this just works better for me (that and the fact that my purple air-soluble pens are often too dried up to use, or the ink disappears too quickly here in the moist Pacific Northwest). Also, the drawn line has some width to it, and fingers may get chubby and end up with a seam allowance that's too narrow to be turned right side out and stuffed successfully.
The freezer paper is ironed to doubled fabric, right sides together. The sewing is done right against the edge of the paper. Then the fabric is trimmed to the appropriate seam allowance and the curves carefully clipped to avoid snipping through your stitching. If you remove the freezer paper carefully, you can reuse it over and over.
This technique is not applicable for all parts of some dolls. For example, you can use freezer paper to sew the center seams of the body front and back (for a 4-part body), but not when sewing the front to the back. If the doll is a simple pancake doll (one piece for the front, one piece for the back) you'll be able to use freezer paper. Does this make sense?
You can also use this techniques with all types of fabrics - below is craft velour. Using an open-toed foot really helps to see when you're going - whether using the freezer paper OR traced template method. My (green) presser foot is Teflon coated, so it slides along the fabric easily.