I have used a triangular section of timber painted with beeswax nailed to the underside of the frames top bar so far ... works very well. You need a straight drawn frame in the hive to give them a guide and start them off in the right direction.
Having said that .. I'm now trying a different a slightly different 'starter strip'. I cut the bottom of the hoffman top bars off flush using my band saw .. I then ended up with the strip of timber I cut off as 'waste'. So, I've tried nailing that to the underside of the topbar and coating that with wax (saves cutting triangular bits). Seems to be working just as well at present but only just tried a few frames with this system so I'll be back when they are a bit more advanced.
A lot of people just use a strip of foundation about an inch deep put into the top of the frame in the conventional way using the wedge and this also works very well. Now I've got a fair bit of my own beeswax I'm also going to make some of my own wax 'starter strips' and try those.
I don't think it matters a great deal to the bees what you use to start them off ... I like a strip of timber in the top of the frames as I think it adds a bit of stability to the comb at the point of attachment.
You will also need to wire your brood frames horizointally if you are thinking of going down the foundationless route. Tom Bicks thread here will give you lots of ideas ...
http://www.beekeepingforum.co.uk/showthread.php?t=27494