I also use Uline and I have toner style printers (thermal labels are for thermal printers, they use heat to alter the paper instead of printing on them with ink, they are pricey, but less likely to break and you don't have to mess with ink or toner)
You should check around. If you ship with UPS they provide you labels. USPS Gives them to you if you use priority mail. You just have to set up your printer to accept them, they are funny sized.