I use various types of textured paper, I remember one summer when I use Ingres (if I remember name correctly) it was quite thin with striped texture, very similar to paper I used here - http://ninquelen.deviantart.com/art/Field-of-snowflowers-61152677 I don't remember how it's calling, but I always buying it on my art shop (it's A1 format originally)
To dry pastels I often use velour paper, but I hear it's also quite good for oil pastels, I must try this ;-)
Ah, and I also use cotton canvas board :-)