When I first got Rimmi (nethie) I used a bowl, which worked well, as well as some in his litter box.
Then, I got bigger litter boxes, and used to put hay in them, as well as stuffing loo rolls, boxes (big and small).
When I got Winter, I started using hay racks, but these are ever so messy, and I found they just dragged all the hay into the litter box anyways!!
Ive also used a ball.... this
http://www.equinecaninefeline.com/catalog/just-spend-veggie-twister-treat-holder-£549-p-4425.html which I used to stuff with hay and mix in pellets, works really well but needs stuffing at least twice a day!! They ate loads of hay from this, and couldnt just dig it out.
Now, I mainly put their hay in their litter box, several times a day (an different hays, mainly timothy and meadow hay, but I have treat hays too). I also still stuff boxes like those mini variety cereal boxes with treat hay or hay mixed with bits of veg or pellets, and toilet rolls. Often I will fill a 'Magners' box with hay too, they love squishing their way inside and hiding in there while munching away!