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.
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.