I think, as you see from the replies to your post, that it is a very individual choice. A while back I made a list of pros and cons for each . . . . hope this helps.

1. newspaper - Pros: cheapest, easiest to see if substrate needs cleaning, easy to replace. Cons: it's ugly, doesn't hold humidity, the minute water is spilled or urine is released the paper must be changed - this can happen daily, sometimes the newsprint rubs off on the snake (not a health problem, just makes the snake dirty looking) and many times the snake gets under the paper (that's OK for hiding purposes) so you can't see him.

2. Mulch - Pros: relatively cheap at your local garden store, holds humidity very well, looks nice, and you may only need to change the part of the substrate that's dirty. Cons: hard to tell if substrate needs cleaning, may have bugs (not harmful to snakes that I've heard), heavy to lift large quantities, and when changing a large # of tubs you have big bags of "trash."

3. Carefresh - Pros: just the ticket if you're going for a different look (it's available in grey, white, pink, blue and purple), usually easy to see if substrate needs changing, only need to change the part of the substrate that's dirty. Cons: Very expensive and can sometimes be difficult to find in large quantities.

4. Sani chips - Pros: very absorbent, need only change the part of the substrate that's dirty, and holds humidity pretty well. Cons: very tiny pieces, pretty expensive but a little does go a long way, hard to find, gets all over the place (the pieces almost seem to float in the air) and hard to vacuum up.

5. Aspen - Pros: very absorbent, need only change the part of the substrate that's dirty, easy to see if substrate needs cleaning, snakes like to burrow in it, relatively inexpensive, easily available at any pet store, and holds humidity well. Cons: pieces stick to socks and towels and are very difficult to remove, some don't like the idea that some small pieces may be ingested with the prey (I've never had a problem with this), and the size of pieces and the "cut" vary widely.
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Alice Cobb
Florida Reptile Room

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