Mine live in enclosures, so have various things in there.
Half of the enclosure is wood chippings over a wire frame (so that they can't dig out!), the other half is concrete, which I cover in straw in the winter.
I use wooden litter pellets in their litter trays, and also at the bottom of their dog bed which they snuggle in (as they have a tendency to pee there!), with a huge layer of straw and hay.
Places where they don't tend to toilet, I put down the sacks that you get dust free hay in, as these are soft and warm on the feetsies and easy to replace when they get chewed.