I dunno if you've used moleskine but I personally like the smooth, thick paper quality. This is basically like the regular ones except A4 size. They're about 20 bucks, pretty affordable. Only issue I have is that it smells pretty awful when you first upwrap it lol but moleskine in general has that signature weird smell.
I usually get 9"x12" Strathmore books at Daniel Smith in the 10$ range-- they have a website.
Barnes & Noble sells Canson hardback books in the same price range.
"Pen & Ink" sells a pretty good knock-off moleskine for about 2/3 of what Moleskine charges. I get these at the University of Washington Bookstore. (I'm pretty sure they have a website).
"Michaels" is an arts & craft store throughout the U.S. that is kind of gouge-y, but if you snag their Sunday newspaper coupon from the Starbucks "community basket," before some other poor bastard, their sketchbook prices aren't so bad.
I get the black hardcover acid-free ones at the local art store. The 5x8" ones where you get twice the pages for half the price of a Moleskine. Can't remember the brand name because the first thing that goes is the sticker on the front. Maybe it's Cachet?
Honestly, I had a couple of sketchbooks, but really didn't like the spiral binding or the fact that the book didn't lay flat.
So, I just bought a large ream of heavy stock printing paper. Using a clipboard, it works fine for me. Once I've done a drawing that I'm happy with, I then put it in a 3-ring binder.
I do this too, for nice sketchwork I prefer to use grey cardstock from staples and haven't had the time or money to buy large enough paper and bind my own. The clipboard method works fantastic for me, I just make sure to include the date on it if I want to keep them in some sorta order.
I should also mention, in my pocketbook I carry around a 8X8in flexi-sketch brand book for my more spontaneous sketching that's more for the method than the outcome. It's extremely inexpensive for the amount of paper, though it's not as good as a nice sketchbook. When I'm sketching at lunch etc. I sketch in ballpoint pen which means I don't have to worry about smearing.