Dymo LabelWriter 450 - User Video Review
Check out this cool video review by "Fro Knows Photo"....
For those of us in the UK the labels he's using look like the 99014 shipping labels - incidentally the same labels we use ourselves. They are quite large so allow plenty of room for your return address as well as the customer address.
The starter roll that comes with the printer are the 99012 labels (large address label) - He mentions these are too small for his use, but in the UK these are by a long way the most popular for address labelling, which goes to show the regional differences in label usage. An interesting note is that the 99010's (small address label) which are even smaller than the 99012's are the most popular in Europe. Go figure. Having said that, European addresses do seem to be noticeably smaller than UK addresses so I guess it makes sense.