Depends on what you're looking at.
Plain (or, Matte) paper is the cheapest, and will still produce decent prints, but looks a bit whiter in color.
Glossy paper produces better color (especially blacks), but certain types of covers will not fit, as it almost never comes in Legal size.
Most people will tell you paper thickness doesn't matter, though a slightly thicker paper *may* be easier to stuff in, but usually any thickness paper is fine.
Either way you decide to print it, find the cheapest while still maintaining quality in color.