AT_HOME PRINTING: By far the most accessible, this is easiest option for tackling the project in smaller chunks on weeknights rather than spending hours in a studio or waiting at a print shop. However, you should test paper before buying a ton of it, printers can be especially finicky, and your can't exactly change the ink your printer uses. If your printer isn't higher end, you may have very limited paper options. Here's a little more on at_home printing.
If you're buying your own paper, you can find a good selection at local office shops when it comes to card stocks and glossy photo paper. However, if you're looking for linens or specialty papers, you may have to go online. Always get a sample before buying a huge stack of paper, and do a test print, to make sure that whoever or where ever you're printing from can actually use the paper you've selected with your design and medium. Here are a few other places to buy paper from.