Finish: Your paper finish will affect how you're able to print and how much ink your invitation will take. Glossy papers take a lot more ink and longer to dry. Linen papers and papers with more texture have a much higher tendency to bleed, and so they won't work with some at_home printers where you can't change your ink settings. If you're not interested in researching finishes because you're not a weird nerd (like myself) who likes to feel on paper, a matte card stock is an easy, relatively foolproof option that will more than likely work for the printer you're using.
Your invitations are the first impression guests get about your wedding, so take time to get it right. Look at sites selling invitations online and in magazines such as Wedding Ideas as they can provide inspiration. You will soon learn what you do and don't like.