When I started doing charcoal work back in January, I didn't really know what kind of paper to use. After some other artists' recommendations, I bought a pad of 14"x17" Strathmore bristol vellum. Vellum is a textured paper that holds onto charcoal very well. I've been using that paper all year. Then I heard that you can get much more detail out of smooth bristol paper, so I bought a small 9"x12" pad of that to try. What a difference! Even the charcoal works wonderfully with it. I'll definitely be getting larger sizes of this paper for future work. I like the bristol paper because it is thick and sturdy, doesn't wrinkle, holds repeated erasings and many layers of drawing, and is acid-free. Of course, there are many other kinds of drawing paper out there that will give similar results.
Ultimately, you need to use paper that is suited to your subject and your technique. Drawing on textured paper will end up with a textured look, which is why I think the vellum worked well for my animals. Smooth paper is better for people and other smooth subjects, and is also much easier to get detail onto.