I bought an Aeropress a year ago and bought my brother one this Christmas.
Having gone through a few different supermarket ground coffees and being dissapointed I have started buying from Hasbean.co.uk, just finishing their Jailbreak blend and ordered some of their other stuff.
They also have a handy Aeropress tuition video on the page for the Aeropress. They use the upside down method that I abandoned as too fiddly, but they say to rinse the filter as it leaves a taste in the coffee. The upside of this, is it makes the filter stick to the base and not move off centre, so it suddenly makes the upside down method much easier
P.S If you are buying pre-ground (you may sniff, but the Aeropress is nearly as quick as making a cup of tea, but my hand grinder takes ages!) then you should buy the filter grind.