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If you've ever dropped prints off of the photo lab, then you're already familiar with the idea of different paper finishes, though you've probably only ever had to choose between two, matte and glossy. You still have those same options when you're choosing an inkjet paper, but you've got a lot of variations, and you have some additional finish choices besides just matte and glossy. Glossy papers, of course, have a shiny surface that creates super saturated colors, while matte papers have a non-reflective surface that tends to yield colors that appear less saturated and perhaps blacks that appear less black.
You also might find variations in gloss. For example, a semi-gloss or a luster paper will have a little bit of shine to it, but not that full-on glare that you get from a full-on gloss paper. Now, a lot of people are drawn to glossy papers because they produce such deep blacks and supersaturated colors. However, I often find that the blacks on glossy paper actually looks less black than a quality matte because of that gloss layer. And in many lighting situations, gloss can create glare that impacts your perception of both color saturation and black.
Personally, I find that, that gloss layer that's on there kind of creates an extra layer between me, and the image, and it greatly complicates the display of the image. So, I stick with matte paper for my serious fine artwork. If you would like to split the difference of glossy look without all the gloss, then you'll want to consider the various luster options that are available. Sometimes these are labeled semi-gloss. Within matte papers, you'll find two different categories, smooth and natural. Smooth papers are just what they say they are, paper with a completely smooth surface, natural papers will have a textured finish, and the amount of texture can vary from just slightly visible grain to extremely textured.
Textured papers are tricky, though, because for one thing they look nothing like traditional photographic paper, and also because if light hits them at an angle, the texture of the paper can create shadows on the image itself, and those shadows can be distracting. Textured papers are great if you have an image that's served well by a fine art look, but you probably won't want to use a textured paper for everyday work. As much as I love matte papers for their contrast and their color and their lack of glare, a lot of people find them disappointing because they don't look and feel like what they think printed photos are supposed to look like.
The prints you get from a photo lab or the drugstore are typically on thicker paper and they possibly have a very smooth glossy finish or a slightly pebbled finish. You will get a pebbled finish from luster papers, and a smooth glossy finish from glossy paper. If you're used to working in a darkroom, then you're probably accustomed to a fiber-based paper that has a particular heft and finish, and there are now several vendors that produce such a paper for inkjet printers. Epson Exhibition Fiber, Ilford Fibre Gold Silk, Harman, Gloss Baryta by Hahnemuhle, and Museo Silver Rag all give you that authentic fiber-based look and feel that you used to have in the darkroom.
And of course, unlike real darkroom paper, you don't need different papers for color and black and white printing. Alternately, there is canvas. Now, a lot of people are surprised by the idea of printing on canvas, and I think that's because they think, the first thing they think of when they think of canvas as some kind of material that you might make a tent out of. When actually what we're talking about is the kind of canvas that you would stretch on a frame and then paint on. Inkjet canvas has a slightly textured surface, but what's great about it is that when it's time to display, you don't put glass in front of it. And without glass, there's nothing to block the colors and contrast in the image, so very often the image just really seems to leap across the room.
Expect to do a little experimentation to zero in on the types of finishes that you like for different occasions. In general, it's best to just work with a few papers at a time until you really learn them. Then you can feel free to branch out if you want to try something new.
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