Hay and newspaper here too. I change it every couple of days - I've recently started a new trick I picked up from here (thank you to whoever suggested it - I'm afraid I forget!) of recycling hay from other areas, so the hay from cardboard boxes gets put together in the litter tray and used a second time before it's thrown away. Clean newspaper each time. And a plastic litter tray so that it can be disinfected/washed if anything does get through.