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.
Then order lots of samples, as you might totally change your mind when you see them, or suddenly be inspired by the best bits of different samples. The Wedding Crafter's 'Design your own wedding invitations kit' is a pack designed to give beginners chance to have a play with different card shapes, inserts, ribbons and embellishments that can be tailored to suit any wedding colour scheme.