A "receipt" is a record saying what you paid and what you received. When you buy groceries, you get a receipt saying that on February 11th, you paid $3.79 for a dozen eggs, gave them a $10 bill, and received $6.21 in change.
The receipt is printed on a "slip" of paper. A "slip" is a small piece of paper. We can say the receipt is what is printed, and the slip is the paper it is printed on.
If you are thinking about money and budgets and taxes, you would be more likely to call them "receipts." If you are thinking about a cluttered office with a bits of paper all of the desk, you would be more likely to call them "slips."