DEFINITELY get a Da-Lite screen...
I got mine through one of the vendors on eBay... when I got mine (a few years ago) they were called "The Projected Image" but I think they've since changed their name... I believe they go by "Big Screen Center" now
http://www.bigscreencenter.comThere are a number of different sizes, surfaces and retaining types
I personally use a Manual-Retractable 96x96 Da-lite Model B with a Glass Bead Surface. If I were to buy a new one today I'd probably go for something a little different.
Depending on the type of projector your using, the brightness of your room, the viewing angle of your seating, your options for mounting the screen, whether or not you have to get behind it, and of course, your price range all effect what you choose.
The site above has some great prices and they explain all the different types pretty well.
I wouldn't fret it too much because no matter WHAT you buy it will be worlds better then projecting on a wall
picking the RIGHT screen though will allow you to eek out ever last ounce of your projectors performance though.