There are many types of paper finishes and each have their own unique characteristics you, the artist, can decide which you want to use. With that in mind, there are some guidelines you can use to select the best paper for your project:
Paper for Graphite
Smooth Bristol (Strathmore) papers are ideal for graphite drawings. They provide a smooth surface ideal for pencil drawings. some others include Stonehenge, Pastel Paper (Strathmore), and Strathmore 400 and 500 series drawing paper.
Paper for Colored Pencils
Colored pencils require a little texture to the paper to effectively draw and blend colored pencils. There is a much wider variety of viable papers in this category, but some include: Stonehenge, Illustration Board, Suede and Artagian paper (Strathmore).
Paper for Charcoal
Charcoal is a chalky and generally messy medium. It requires a porous or textured paper to effectively hold the charcoal particles on the paper. Simple quick charcoal sketches are often done on Newsprint paper due to its lightly porous nature, and its low cost (sketching can burn through paper).
For finished works using Charcoal there is Laid Paper which has an old "hand made" style and feel to it. This finish contains horizontal and vertical lines on the paper which create small grooves that are good at catching bits of charcoal and keeping charcoal on the page where it was placed.