I too have only used paste the paper lining paper and tend to use dulux (ICI) due stockist being easily accessible due to location. Never had any problems with it either! That said I have used other brands of lining paper and all seem to do the same job.
As RMS says picking the correct grade for your walls is a good idea, i,e the better the walls the lower the grade you will need!
Forgot to mention make sure you paste the right side, Sounds simple but I have found using different types that they can be rolled the opposite way. Feel both sides and paste the roughest side as you want the smoothest side for your paint finish!
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