I usually don’t work strictly with colored pencils. Most of the time I use them over acrylic paint to enhance the painting. In that case my favorite is to use a gessoed illustration board which gives it a nice texture. If I’m looking to do pure color pencils only, I’d go with a slightly colored / textured paper like Canson Mi-teintes.
Just going off a previous question - if you decide to try digital again definitely hit up Corel Painter. You'll be able to "mix" paint and I find the results much better than custom brushes in Photoshop. Anyways, keep up the awesome work.