I would suggest starting with Epson's top of the line papers first - the Archival Matte, Premium Glossy, Premium Semigloss (depending on the finish you want).
The critical thing is to make sure you specify the correct ICC profile when printing (and only once - either in the printer driver, or in Photoshop - NOT BOTH!). If you start with Epson papers, the ICC profiles are provided with the printer driver, so it's easier to get it right.
Once you are getting consistent results with the Epson papers, then experiment with others. I like the results I get with Canson and Arches (French) papers, and sometimes Hahnemuhle (German).
If you are looking for a satin finish then there are lots of options:
Epson Premium Semi-Gloss or Luster
Crane Silver Rag (I don't like the texture, but lots of people do)
Hahnemuhle Photo Rag Satin (an odd one, in that you print this one using Matte Black ink!)
I personally prefer a matte finish (looks better behind glass and in portfolio books, IMHO). Lots of choices here, too, but my top three are:
Epson Archival Matte (I use this for all my draft printing)
Arches Natural Soft
Hahnemuhle Photo Rag