It's a personal choice; I prefer a heavier weight, and usually go with a white or ivory (I stay away from the gray tinted ones). But if you go with any high quality paper you'll be fine - just do what you like and what you think looks tasteful. It's your own taste - after all, some people don't use resume paper at all for mailings, and more and more people are doing exclusively email, so whatever floats your boat.
And use non-resume paper for the "extras." Only use the good stuff for resume and cover letter.
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