You'll have to make up your own mind on that one. There are so many brands that it's hard to make a meaningful recommendation.
Most often, paper is cheaper than abrasive mesh. However, a grid often seems to stay sharp or clean longer. In addition, the dust extraction seems to work better with a grid. For that, it's easier to find paper in fancier grits than you can buy grids.
Another issue is the sometimes poor adhesion of grids to the sanding disc. This is due to the fact that there are fewer loops on the grid than on the paper. As a result, the hooks on the sanding disc find less grip on the grid. And if the grid heats up, the hooks suffer especially. This problem can be avoided by placing an intermediate disc on the (new) sanding disk (also known as a protective overlay or "Sacrificial disc"). It's cheap and can be replaced when the hooks have suffered. However, the protective pads are soft.
Good luck with the selection!