I am glad you asked! You probably think I'm going to talk about brands and Archival quality, and nothing but the best. You would be wrong. I don't find the different brands to be all that different. The only caveat would be that some brands have whiter paper than others. Having a really bright white might be important to you, especially if your doing a snow scene. But even then it is not critical.
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Hot Pressed, Cold Pressed or Rough
Hot Pressed is smooth, Cold Pressed has some texture, Rough has a lot of texture.
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Hot Pressed
The paper is smooth. So it doesn't absorb a lot of water. The water sits and floats, on top of the paper. When you wet the paper, it makes it very difficult to get the water even on the paper.
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It also dries faster and not as evenly. I am sure you are aware that watercolor can be hard to control. If you use Hot Pressed, smooth paper, you are just adding another element that you have to try to control.
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The up side to the smooth paper is that is is much easier to put fine line detail work, because of the smoothness of the paper. If you are doing a lot of wet on dry, sharp focused realism, then Hot pressed could be your choice. If you want to paint wet on wet, then stay away from Hot pressed. If you are an inexperienced painter then that goes double for you.
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Because the hot pressed doesn't absorb as much water, it is harder to get intense colors. Since it doesn't absorb as much water, by default it is absorbing less pigment. Hence, less color saturation. I like intense colors, so it is an annoyance to me. If you want intense colors you will have to build it up in layers. I am a professional artist, and even I have to work harder to control the Hot Pressed Paper, especially wet on wet
Here is a painting that was painted on Hot Pressed Smooth paper.
Notice the Red, how it appears to be sitting on top of the Blue
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This painting was painted on Cold Pressed paper
Notice the red in this painting, how it merged and mingled with the blue.
Also how much freer and more impressionistic this painting is.
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Cold Pressed
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The amount of water that you have on the paper is critical when painting a watercolor. Cold pressed paper has some texture, little grooves in the paper. These little grooves cause the water to spread. This may not make sense, but this is what makes Cold Pressed easier to control than Hot Pressed.
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Listen closely! Remember, Cold Pressed absorbs more water. The water doesn't sit on the top, like it does with Hot Pressed. The key is that is absorbs the water more consistently. So while the watercolor will run, it will run in a more consistent manner. Making it easier for you to predict what will happen. Then all you have to worry about is the amount of water on your brush. Trust me on this one.
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As I said before, because it absorbs more water it absorbs more pigment, allowing you to get more intense colors more easily. Cold pressed is the number 1, selling paper, there is a reason for that.
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Rough Pressed
It is really a lot like Cold Pressed, just more of the same. The grooves are deeper. So it requires boldness. You will have to be willing to use larger brushes as it will absorb even more Water and Pigment. It does allow you to add more texture in your paintings. Not for the timid. Cold Pressed is still the safer choice, as it is more versatile and the fine detail work will be easier because the paper isn't as rough. Rough might be the choice for more abstract or splattered impressionist paintings.
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If you are wondering what kind of paper you should be using, the answer is Cold Pressed. It is the most versatile of the three. It bridges the gap between Rough and Smooth, and gives you the best of both worlds.
If you are a new or frustrated watercolorists, please switch to Cold Pressed now, Before it's too late.
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I beseech you!