I increasingly prefer using pastel paper for coloured pencil pieces. It generally comes in a variety of colours, has a good tooth for holding the pigment and is tough and durable. Daler-Rowney’s Murano paper was the first one I tried and loved.
It comes in 3 collections: Warm, Cool, and Neutral. You can get it in individual sheets in most art stores or in pads of varying sizes. Each pad has 30 sheets of 6 colours. The paper itself is sturdy and textured. It is satisfying to draw on and gives great results with coloured pencil. It takes a great number of layers, 10 to 12, and allows for erasing.