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I have an Epson 3800 printer. I use Epson Ultra Premium Luster paper for most prints. Epson's Exhibition Fiber Paper is used for special prints. It is a heavier weight paper that feels so very professional. I also use Red River papers, in particular, Pecos River Gloss for printing my photos on cards. Envelopes are also available from Red River.
For the last two years, I have stocked up on Epson papers during the Christmas holiday season. If I remember correctly, I go to the Epson website every day of December and there is a different stocking stuffer special. When the paper day comes up, I stock up on my Luster Paper. Helps bring the cost down.
Red River Paper offers several sample packs for reasonable price. You can see on their website which papers are compatible with your printer. Then test out the papers and see what appeals to you.
Yes, you do need to download from the manufacturer of the paper the profile for that paper.
By the way, I only use my 3800 for printing photos. I have another Epson cheaper printer for any text work .