Well, to throw in some opinion/experiences:

The sunprint paper, while convenient, is harsher than what you'll get with hand-coated, DIY, cyanotype paper. I've tried a couple of watercolor papers and the classic formula, and found that I can get reasonably full scale and nice gradations if the phase of the moon is right. My technique has been to use a foam brush for coating, let it dry in the dark, and then print with whatever sun is available, though a pair of cheap BL-UV tubes from Home Depot work well in winter (at the cost of ridiculous exposure times). I don't remember exactly what the paper I liked best is called (poor notekeeping, sorry), but it's from Arches, and has a thickness comparable to manila and a very fine weave, much tighter and smoother than more common watercolor paper. Brush coated, it holds enough solution to make a nice, dark, color, full scale, and hold fine detail from the image.

It's a great method, and certainly convenient enough. The only hard part is finding images that look good in screaming blue, but that's a different issue.