I keep telling people, it's not so much the brand or quality of paper that matters. It's whether you can tell when you're "done" that matters most when it comes to paper. It takes time to get a feel for the signs and omens of the type of paper you're working with.
My best advice is to make sure you print off multiple copies of any pattern, if you're working with glossy paper, to make sure you have some to practice with. I generally cut out and assemble a collection of patterns that fit neatly onto an 8.5 x 11 space, and photocopy that. I then cut out the patterns and save them in an envelope so they can subsequently be arranged to fit onto whatever pieces of copper clad board I have.