I too, use both glossy and lustre. Glossy is the 'F' type and I guess lustre is 'E'. As far as buying the good paper, I suppose it is. Personally, I have moved over to Kodak color papers from the Fuji because I just like the Kodak pallette a little better, but there is nothing wrong with Fuji. Supra Endura that I have had on ice makes very nice prints but I get very nice results from Edge and Royal as well. (Royal is the same as Edge but has a thicker base)
One time I did get "gray" whites was using some Endura with chemistry that was over it's limit in terms of amount of paper processed. Make sure this hasn't happened to you. Seems to me that RA-4 will still process prints even though it is "officially" exhausted. Unfortunately, the whites start to look gray and the colors start to get a "plastic" look to them. Unlike dektol, you cannot use the RA-4 chemistry till it gets too slow to be useful. Once it you hit the recommended limits in terms of square inches processed the quality goes downhill very quickly, although it still appears to work.