LOCAL PRINTING: When it comes to short run printing, the local option is my favorite option. Local print shops may not be able to match the price of many online vendors, but you get to have more of a hand in the process, and therefore a little more control over the end result. Some will even let you bring in your own paper, and most will let you use their paper cutters for free (sometimes even if you haven't printed anything through them). Unfortunately, not all local shops are created equal—some FedEx Office shops are great, others not so much. You'll need to do your due diligence to find a good match. InkerLinker is also a good place to find amazing, non_FedEx print shops near you.
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.