Generally. Whatever piece of paper I have handy, even if that's a piece of toilet paper.

However, if it's what I call a "loaner" copy, I dogear. There's some books that I (for whatever reason) end up loaning out more than most, so I keep a few cheap paperback copies around. Those are what I reach for, for bathroom reading as well. Since I know they'll get loaned out and never returned, I just don't care about losing corners here and there. But I don't dogear big folds, just enough to mark the page. So if the section gets torn off, the text is still there.

I've had dozens of dedicated bookmarks over the years, and they disappear like bic pens and socks. So I gave up on them and just use whatever thin paper is handy.