To begin with, I'd say whatever is fairly inexpensive in a medium thickness. An 8 to 10 once should work fine for most things. Sometimes you can even get already dyed scraps that would be fine for practice, or bundles of scraps. I use vegetable tanned full sides for most of what I make, but that would cost a lot more. Look for a clearance rack, the local Tandy usually has clearance stuff, and every once in a while they have something worth while in that.

You might check and see if there's a Saddle and Tack shop in your area too.