Best Nesting Material?

[KSBNewb]

I have a 1.1 pair of breeding mice on Aspen shavings in a 10gal tank. Fairly simple setup, but it's my first shot at home-made snake food :-)
I got tired of the local shops not carrying the "in-between" sizes that my KSB needs...
So my question is...what is the best kind of nesting material?
I know they sell nesting material for mice at petshops, but is there anything cheaper...like say cotton balls....that I could use?
Just wondering...let me know asap please

Oh ya, the males and females were housed apart at Petco...they have been together now for a few hours and the Male seems to come up from behind and nip on the Female...don't think it's hurting her, but she runs from him...
Is this his way of saying "Let's get it on.." (yes, singing Marvin Gaye in my head) .... ????
Thanks!
Here is a pic!