Typically you don't want something that was bleached or treated with chemicals like most of what you'll find at a gas station. Most people prefer rice paper or hemp paper (makes sense to just add the plant back in).

The 3 big brands you'll see that is recommend are raw, element, or juicy. They're all owned by Josh Kesselman so they're all made with the same considerations. Look him up, this guy loves joints. Raw is more specific if you want a rolling style or specific lengths or just want hemp papers. Element is rice paper which is very clean burning. Juicy is if you want some kind of flavoring like berry or peppermint with your joints.