Just finished Coasting - pen & ink and marker on paper. I'm experimenting with a new paper - Canson Pro Layout Marker/18 lb 70 g. It's very bright white and the markers work wonderfully on it. With the last drawing I used a standard high quality drawing paper that was soaking the markers up greatly. I made it work, but it's a better idea to find a paper that works best for your media. I personally am a huge advocate of not fighting your materials if you don't have to. I really have grown to like using markers. Back in college I hated them, but when I went back to school for graphic design classes I took a cartooning class and something just clicked. They were like watercolors in a pen form. I also developed a technique apart from what the teacher taught that worked well for me.
I've read that collectors prefer to collect paintings rather than drawings. I haven't researched the reasons for the preference. I do know that I love looking at the drawings of other artists. In fact many of works I admire most are the drawings from artists like Bellows, Sargent, Eakins and Johns. There is something so raw and spontaneous about drawing. It's a fight to maintain the initial vitality of the drawing within a painting. I guess in a way an artist's drawings are equivalent to MTV's Unplugged Series in the 90's. It's my equivalent to going acoustic.