For my exterior walls I used Smart Side and so far I am pleased with it. Easy to work with, pre primed ready to paint. If you watch Menards will run it on sale. When I bought mine it was normally around $25.00 a sheet. They had it on sale for $17.00 and had a rebate brining it down to around $10.00 a sheet. Lowes price matched it for me as I was already there. It was normally $27.00 a sheet so getting it for close to $10.00 was a huge savings.
That is what I used.
It is similar to OSB however it is coated with an epoxy type resin on the outside. It paints easy and seems very solid, also had good reviews.