I don't have an exact preference on the kind and weight of the paper, but I do prefer notebooks with firmly bound and numbered pages like old-school laboratory notebooks [1]. My problem is that I often do long derivations or work that can span dozens of pages with diagrams, etc. If I use loose leaf paper like printer paper, I often lose track of pages or their order. I tend to label my pages extensively when I have to use printer paper. I also use binder clips instead of paper clips since they are much more secure. That system works for me but other people might not like it.
Notebooks are cool, but I prefer printer paper for short term notes. I tend to staple them together if there's more than a few pages. If I need to remember something for longer than the few weeks before I lose the sheets, I take a picture with my phone.
