Zig Zags are definitely a popular brand. Most of the people I know, though, just say "rolling paper" or "cigarette paper" unless they're asking for it at the store.
Some brands of rolling tobacco come with its own rolling paper. My personal rolling tobacco of choice is Bali Shag (Johnny Depp also smokes this), which comes with its own rolling paper in every bag.
I've only been hand-rolling them for a few months (used to use a roller), but I'm pretty quick now, and they come out about as good as they did before I started hand-rolling. Honestly, the longest part of the rolling process for me is getting the tobacco on the paper. Not that difficult, really, unless you're inside and struggling not to spill it all over the floor or table. (Also because rolling tobacco feels slightly "moist" compared to over-the-counter cigarettes--which is one way to tell it's still fresh--so it tends to clump together a little bit. If it starts to go stale, that poses its own problem of the tobacco falling apart and going everywhere...)
Once the tobaccos on the paper, I can roll it in twenty seconds, easy.