Paint is heavy stuff. Even when you're dabbling in water colors, the stuff can pile on, wearing out the paper it's on with sheer heaviness. So when you're dealing with the really heavy stuff, like acrylics and oil, you can't be afraid to break out the big guns: canvas and canvas boards.
Boards
If you're just getting started with paint, boards might be your best bet. They're cheap, they require little to no prep, and they're fairly light. There are two types of boards: canvas panels and pulp boards. Pulp boards are the cheaper of the two, though the only real difference is that the canvas panels have a layer of cheap canvas on top of particle board, while the pulp boards are just heavy pulp boards with gesso. These are best used for rough planning or for quick studies.
Canvas
There are two kinds of canvas to choose from: cotton duck and linen canvas. Cotton duck is cheaper, and works well with acrylics, while the more expensive linen is best for using with oil. Canvas comes in three grades, each being better suited to a specific purpose. Fine canvas is best for portraiture, while rough is ideal for landscapes. Medium grade canvas is the most versatile, and can be used for general painting purposes.
Unless you buy everything gessoed or prestretched canvas can also be more expensive, while raw canvas can be bought in bulk. Professional artists prefer to stretch and prime their own canvas, to assure the quality of such work is up to their standards.