There is an ongoing debate about what to use for substrate. I currently use paper towels because they are cheap and easy to clean. I would also be willing to use unprinted newspaper or slate, but for now paper towels are the most convenient. Sometimes I have to tape them down to keep the crickets from getting underneath them, but I'm working on a better solution.
Though I am very new to keeping reptiles, I have done a great deal of research on substrates as well as talked to a vet. It is best not to use any kind of loose substrate at -any- age for the gecko. It is much more risky when they are young, but the risk still remains when they get older. It is an unnecessary risk, since leopard geckos do not naturally live on sand anyway. Calcium sand claims to be digestible, but that simply isn't true, and since it has calcium in it, it promps the geckos to eat it. Play sand has finer grains but can still line the wall of the intestinal tract and eventually cause impaction.
Even if you don't see your gecko eating the sand, it could happen, and impaction is very painful and often deadly, as I'm sure you've heard before. It just isn't worth the risk when you take no risk at all with papertowels, newspaper, or slate. I've even seen people use concrete before, which is very heavy, but also works well and looks fairly nice.