To get your feet wet I'd recommend Epson Enhanced Matte. It's reasonably priced and performs well. After you're comfortable with that then move on to Epson Ultrasmooth, Hahnemuhle photo rag, Moab Entrada, etc. They're more expensive but you'll probably love the results if you're into matte papers.
Here are some paper recommendations from Ethan Hansen of
DryCreekPhoto that I found valuable.