I've heard newspaper works as a strop, and from what I hear is pretty cheap. I'd imagine it might be worth shelling out for a broadsheet.
You might be as well buying a decent strop, and practicing with a knife if you're concerned. I never nicked my first strop, I was being very careful. My second strop I was over confident with and put one little nick on it, doesn't really make any difference and what difference it does make will decrease with time.
I think there's a pretty good chance you won't destroy your first strop.
For an extra fiver you can get a strop from Neil.
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If you look after it well it will serve you well as a travel strop, give you something decent to compare other strops to and be very handy when trying to convert friends to straight shaving.
55 inches of ENGLISH NATURAL VEG TAN BELT or 17.5 inches of strop from Neil? I know where I'd put my money. I'd love to recommend Tony Miller too but I don't think he's making an awful lot of strops these days.