I have recently switch from modded A3 to A4 glossy paper for UGC. I found legal sized/modded A3 were too big and gave me crease's or wrinkling on the back of the cover. Arseen told me to try A4, gave it a go, was very happy with the results. I went with glossy paper because that's all I had lying around and I wanted to keep the paper I used consistent, so bought some more to re-print the rest of my games.
For GB, GBC, GBA, and DS, I'll keep using legal sized/modded A3 paper.
EDIT: I still need to buy some paper for those as well to re-print... It's all expense man, its all expense!