Artists have been making marks on different types of surfaces from rocks to the finest belgium linen canvas. When I started to learn how to paint, I experimented with many different surfaces, and have a few favorites for different reasons.
Arches Oil Paper
One that I've discovered recently, and I absolutely love is the Arches archival oil painting paper. While birch panels are also one of my favorites, they can be slightly intimidating due to the cost and having to prepare the boards prior to painting.
I find that I can move much faster through the learning process when I have a pad of paper ready for paint. The lower barrier to entry, both in cost and preparation, made me feel less intimidated. The tooth of the paper can be a bit abrasive on paint brushes but its a great, economical option.
Cradled Wood Panels
Birch wood panels are a close second. I like the smooth surface that a wood panel provides, and they can stand alone (without a frame) once they are done. There are a variety of levels of quality when it comes to birch panels. I find Ampersand panels to offer the highest quality, and they come in the widest range of sizes, surfaces and quality ranges. Beware of cheaper options - they may not be made with birch, and will deteriorate faster over time.
Gesso Board
Gesso board is a great economic option, and takes a bit of the extra work out of preparing a wood panel. They're usually not as expensive as a cradled birch panel and they transport well. You won't have to lug a bulky panel around if you happen to travel & paint, or venture outdoors to plein air paint. I've only found these by Ampersand from my local art store, in many different sizes.
Canvas
I'll just come right out and say it - I don't like cotton canvas. It's usually cheap, and the quality of the cotton will deteriorate over time faster than linen or even hemp. I do like a high-quality hemp or linen canvas though. Historically, canvases were made from sail fabrics from boats that sailed the mediterranean.
The word 'canvas' got its name from 'cannabis', and traditionally, canvases were made from hemp sailboat sail fabric. I also use hemp as an surface because it is a domestically available product. I experimented with different weights of hemp canvas, and found an 11lb finer-weave, 100% organic hemp to be quite comparable to some of the mid-grade linens.
I found hemp to be toothy, and have a very expressive, rough texture to the surface. Canvas may be your only option if the work is extremely large or oversized, and if you're looking for fine, highest-quality - nothing compares to a fine Belgian linen.