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.
Weight: Paper thickness is measured by weight. The higher number you see, in pounds, on the packaging label, the thicker your paper is. This doesn't mean you have to find the thickest paper you can—most card stocks are a great weight for invitations and can hold up to being mailed.