180g paper or more is best to support the pastels, or a rough press watercolour paper....tip, warm them up slightly before use (like having them in a window), they blend better.....personally, the heavier the better. Don't poo-poo paper as a pressie - really nice paper is more than welcome!
An alternative to paper is to use wood...There's two different types of wood that work very well, the first is the kind that's pressed with a fairly smooth surface,you can see it if you open up a wooden door to a home entertainment center, it'll be what the back of the door is (a light tannish colour), instead of the front which is useless for oil pastel because of the lamination.
If you use that for a 'canvas', it's fairly easy blending and the finished picture turns out to be somewhat glossy. There's no tooth to speak of in it for the pastel to bite on, though, so it takes a bit of getting used to, and a little pastel goes a long way.
The downside is they're often heavy.
The second is regular, cheap sheets of plywood - that holds pastel extremely well but blending can be tricky and takes some getting used to.