Hey,
I am no Origami expert. However, I made few of these models and tried all kinds of paper to get the best results.
Here is my latest try (I'd say 60+try)
http://www.flickr.com/photos/8877661@N0 ... otostream/
Now, in order to be as "practicle" as possible (meaning, using the materials that are most readily avalible around common stores in U.S) I tried this model using normal printing paper, tissue paper, tissue foil, Korean Hanji, rice paper, parliment cooking paper, and even hand made paper.
The sizes I tried was from (inches) 12x12, 20x20, 24x24, 30x30, 36x36, 40x40 and 48x48.
Obviously if you want the best result without too much extra work (i.e. wet folding, C.M, or even glue usage) then go with custome made origami paper, I recommang no less than 26x26 nices if you want the details to come out nicely. However, that would cost too much (spending more than $1000 per batch of paper is too much for me)
I had a great results with using 26x26 inches using presentation paper (you can get them from any office max, office depot stores) of course you have to cut them to square youself, but its not too bad.
The pciture of ancient dragon you see on my flicr account are "spectra duo-finished kraft paper" from amazon.com. It is 48 inces wide and 200 feet roll. So you can make 48x48 inches paper. It has smoothside and bit rough side.. and it folds the crease very well and does not rip easily. I'd say it is more stronger than normal printing paper but weaker than rice paper.
As far as paper being thick near end (and during shaping stage), I recommand wet folding. I did not have too much trouble shaping and molding the dragon as I see fit (as shown in my flikr account). The way I do is using thick paper towel and spray bottle. and phone books.
I wet the paper towel (just little bit) and wrap the leg or head (thick part) and place them inside of the phone book and let it sit for about an hour.
The paper is just damp enough to shape it.
As far as wings are concerned, I just wrinkle the hell out of the paper and position it as I see fit and I spray it with water until it is damp... most of the time it keeps its shape as it dry.
Same goes with the horns and fingers....
I am not one of those people who say "I've never tried it myself.. but It should work" I TRIED THESE TECHNIQUES AND IT WORKS!!! as shown in my photo.
happy folding!
zebu