I send an invoice with every order. (It helps me to stay organized.)
If the customer pays with PayPal, then I just print a packing slip directly from there.
If the customer pays with direct checkout, I send my own packing slip that I created...
The information on my packing slip is simply my company name and website link on the top right of the page. Then comes a copy of the customer's address and username, followed by a list of items that have been purchased (in this section, I include the name of the item, the transaction number, quantity, price of item and cost of shipping), lastly is the total cost of items, total shipping and any tax or coupon code deductions. At the very bottom, I include how they paid, which is usually direct deposit.
Hope that helps. (Oh, I used google docs to create my packing slip.)