This will depend on the type of media you are using (pencil, watercolour, acrylics etc.). Paper is important because if the surface is designed for your media then the results will be better. The range of papers available is vast and it can be a bit bewildering in the art stores to know what paper is for what. There are several factors to consider; paper weight, paper texture, paper colour and paper size.
Pastels are more versatile than many people think, there are quite a few ways of using them. Firstly and probably the most obvious technique is using them as a line (drawing). There are other techniques such as blending, tinting, subtractive methods and mixed media as well. One of the qualities of pastel sticks is that you can use the point, the end or the side of the stick to create a different stroke or mark.