Your choice of support varies with the type of media that you are using to create your work and with intention for its end result. For example, what I might choose to experiment with in the studio is often very different from the supports I use for a gallery show and how I might want to display the work.
Many art and craft stores carry wood cradled panels. Art Alternative is quality inexpensive brand.
Fabriano has an inexpensive 16x20" 300lb paper.
A variety of sizes of Encausticbord can be found in fine art stores or online art stores. Amazon carries only the flat panels. This size works well for getting started.