I have to say I am a Copic whore, so remember that when you read this post.
I prefer those to any other marker just for their amazing quality and variety of colors. They do cost a lot, but SO worth it if drawing and rendering is what you really enjoy doing.
That being said, have you looked into PrismaColor markers? They now have the brush tips that I find a complete must have. And you can get those at Michaels and use the coupon or find them on sale periodically. They would be my runner up for markers. I have never used the Delta's so I can't comment on those. Are they alcohol based?
As for paper, I have used the markers paper but find I prefer the "manga" paper or Comic paper. It will let you blend, no bleading, no peeling. Love that stuff. It has a good thickness to it but use the correct side! If not it tends to streak easier.
If you're getting streaks, use (or get) a colorless blender if it's available in the markers you chose (and I wouldn't chose a brand without one). Just remember, it's an eraser! It blends by removing.
I have to agree with Cosmicgirl. Get a good gray scale set. Even if you don't have the exact color to shade with you can use the gray's. I have a fondness for grayscale anyway and tend to just do those and I am happy.
And my last bit of advice, layer, layer, layer. Don't be afrais to layer. I need to do that more and I tend to stop myself when I know I should do more.
PS. Love the word befuddled vincentvanbuck. I use it all the time, one of my favorite words! It's so fun to say!!!!