I have been using Klingspor J-flex cloth-backed rolls and really like them. I just bought one of their bargain boxes-- 5# of rolls for $20. There is also a 20# box for $40.
I bought the adhesive backed rolls because the reviews of the regular rolls said many people were not getting good variety. The adhesive box that I got had very coarse to medium fine (60-400 I believe). I would order it again in the future.
Here is a link.On the other end of the cost spectrum, I just bought a box of fine Eagle Abrasives Super Assilex from Stewmac. If they are as good as the reviews say, then I think it will be money well-spent. Supposedly last a very long time and don't clog like regular paper. But they are defintely expensive:
Link