I would suggest you got to
https://www.bitaddress.org/ to get your Bitcoin paper wallet as it's open source- follow the github link at the bottom and download it and then run it offline (or if you want perfect security, on a fresh OS install that has never touched the internet)
The private key can be imported in all the main wallets , and you can spend directly from the private key by scanning the QR code on the Mycellium android wallet (and other places no doubt)
You can sweep the private key into Blockchain.info's wallet if you don't want to import it directly.
I would recommend not importing the private key into multiple different wallets as it can make things confusing.
I think this is the best tutorial.