Large format printers are not designed to do this kind of work, because of the cost and the time you will be spending for the job, although you can do it if you want.
If you are looking to print few brochures, these are some hints : Look for a paper around 220 - 250 gsm. Thicker paper will have folding problem if you intend to fold and thinner paper might be not strong enough. Better to chose a paper with no manufacturer logo in the back of the paper. Watch for gloss differential. RC satin paper might be a better choice than glossy.
For printing volume brochures - 500 or more- the best choice is finding a place specialized in printing office or business prints. There are lots of them. The cost for a 8.5x11 brochure can be something around 50 to 70 cents depending on the volume or paper or the company you chose. There is no way you can produce yourself for such a low price.
Avalan