Sketchbooks are a personal choice as the type you will end up using the most will depend on your style of painting (i.e. what dimensions will work best for you, what kind of paper do you prefer, do you use a lot of water when you paint?, etc.).
I prefer Stillman & Birn Alpha series. Though the paper isn’t overly thick and textured and is only meant for light washes, I still find that it suits my needs. Others who work more wet-in-wet may not find the paper sturdy enough. Personally, I don’t use a lot of water (rarely wet-in-wet) when I paint, so the thinner paper is not a problem for me. I do have their Beta series which I’ll be trying next – it has thicker paper. I like having more pages bound in my sketchbook with less ‘dear’ paper, as it’s motivates me to work in it daily, as opposed to thicker paper with less pages. That’s just me, though.
The only really way is to try a few and see what you like best! 🙂
Charlie did an excellent two-part review of some watercolour sketchbooks: