Your paper choice will make a huge difference on how your final product looks. There are a couple of types of paper to use.
Standard Sticker Paper
It functions like regular paper, the only thing you have to look out for is whether it works with your printer. If you pick a inkjet paper, and want to use it with a laser printer, you could melt the adhesive and ruin your printer.
Paper also requires a special finish to help it hold up against things like water and weather. There are many different types of finishes.
Glossy paper results in a glossy finish, matte paper results in a matte finish, and photo paper will require the use of photo black or it'll look weird
Vinyl Sticker Paper
Vinyl sticker paper allows you to get very bright colors, and look very close to the colors you see on the screen. It has a glossy finish and doesn't tear like normal paper. Vinyl sticker paper is also waterproof. It costs more than standard sticker paper, however.