Stretching paper is a bit of a job, but for most papers it's necessary if you want to work on it with wet painting techniques. Especially when you like it really wet. Paper sucks up water, gets deformed, and gets even warpier when it dries up. Paper shrinks by a few percents when drying. This is what you use when stretching paper: you tape a wet paper on a board, and when it dries, it shrinks to flat out completely even. It stretches itself.
Some quality watercolor papers don't need stretching, scroll down for more on that.
Watercolor Paper Tape
For taping the paper to the board, you use a gummed tape (such as Kraft paper tape, a packaging tape). This paper needs to be wetted like a stamp, before it glues. Use a household sponge for that. The tape has to be strong, because the shrinking will cause strong pulling forces.
Big board, smaller paper
Use a paper that leaves 1 inch of board on all sides (it'll grow bigger when it's wetted). Plywood is OK, at least half an inch thick (thicker is better). If the top layer isn't lightwood: wash out the board thouroughly before stretching the paper (otherwise, the brown color will suck into your paper). Use soap and lots of water, rub it hard (the wood), and dry with a cloth.
First wet the paper on two sides, and put it on the bathroom wall (it'll stay there all by itself). Leave it a minute to swell up. After that, the tile pattern will be visible in the paper (eventally, wet the paper again and move it a bit). If that pattern is too strong, wet it again and leave it another minute.
After that, lay the paper on the board and dab it with a towel, taking up excess water. Wet a sponge (shake off excess water), and wet some matching stripes of tape. Put the tape half on the paper, half on the board. Use your fingernails to press the tape firmly onto both paper and board.
The paper may still be swelling - after tapint it on, your paper can look warped again. That's really OK: it will shrink considerably when it dries out. When you're stretching paper too far, pulling hard to flat out the wet paper, the tape won't hold the forces of the paper when it shrinks. Chances are, the tape will come loose, or tear in half.
With thicker and bigger papers, it's a good idea to enforce the tape by putting drawing pins in it while stretching it. Put it there, where the tape is on the paper, evenly spread over the edges and on the corners.
Some papers shrink and warp more then others. When you use Saunders and Waterford paper (140 lb or more), stretching paper can be done with only drawing pins.
Most papers need stretching, especially if you wet them more than once. But here here's an exception: Saunders and Waterford. This paper (when 140 lb or more) keeps more or less straight, even when you make it really wet for dozens of times. 90 lb. is a bit too thin, 140 lb is good, and heavier is even better. I've always used 140 lb, cold pressed (rough paper), the roughness has the pleasant side effect of hiding little mistakes.
Paper features determine a lot in watercolor techniques, that's why people stick to one kind of paper - and saunders and waterford is a good paper to get used to. Even if plain paper is cheaper, it takes some effort to stretch it, and that investment can make you reluctant to feel free to start working. One other advantage of not havint to stretch the paper: you keep the beautiful original rough edges - nice when you hang the paper unframed, with clamps.
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