I find the best substrate (so far) was sphagnum moss. It holds humidity well and you will find (or at least I do) the 90% of the time they will tend to crap in the same corner of the cage. Therefore you can spot clean it as necessary. It also cuts back on the smell. If the smell is still to bad the add a 1 inch layer of peat moss to the bottom and through the sphagnum on top. I have used peat with large boids and it really absorbs any odors.
There is also always dirt I know friends who keep monitors and will only use live dirt the bacteria in the soil that naturally breaks down any organic material outside will do the same in a cage.
Cat litter I would worry about them eating, it would also be much to dry wet cat litter is not a pretty site lol. news paper I never tried because the skinks tents to lick a lot of stuff to see what it is I did want them licking ink all day.
Devon