These days, you'll probably find a few kinds of find frozen puff pastry available in the grocery store. I tested this recipe with President's Choice(R) Butter Puff Pastry. It is probably the best one you can get, since it contains real butter, whereas some don't. It also comes already rolled out, which is very convenient. I highly recommend using this product. However, if you can't find a brand that's already rolled out, just roll out the standard sized square of puff pastry out to 1/8-inch and you'll be just fine!
As for the apples, I recommend using a baking apple, such as Idared, Cortland, or Spartan. All of these have produced excellent results. Avoid apples such as Red Delicious, as they are not the best for baking. In this recipe, the apples are still somewhat crisp after baking, giving this recipe some excellent texture.