I use aspen bedding. They can burrow in it and its easy to clean/change. Its also in most pet stores.
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My menagerie
2.1 Ball Pythons
1.0 Amazon Tree Boa
1.0 Corn Snake
1.0 Dumeril's Boa
1.2 Bearded Dragons
2.1 Crested Geckos
2.1 Sudan Plated Lizards
0.0.5 Eastern Painted Turtles
1.1.5 Eastern Box Turtles
1.1 Eastern Red-spotted Newts
1.0 Northern Mockingbird
0.3 Chickens
2.0 Cats
1.1 Ferrets
2.4 mice
0.0.35 some kind of goldfish