We make a lot of paella, have a couple of pans. Bigger is better, leftovers are awesome. Like Don, we brown the meat on the stove first, the heavier pans are better for this as they distribute and keep heat better. I highly recommend getting the Calasparra or Bomba rice, makes a big difference as well as good Spanish chorizo. We get all our supplies (including pans) at:
Authentic Spanish Food from Spain at LaTienda.com
Great selection and really nice people, they are semi-local to us.