I use cypress mulch from Home Depot. One bag will cover my 6'X2' Boa cage and only costs about $2.00 a bag. Just make sure you fog it down with Repel or PAM before hand and change it out completely every three months or so. On smaller enclosures I have used Aspen bails before. They go pretty far, but if you have more than one cage, or something decent sized, the cypress mulch works pretty well.

For most of my snakes I use paper towels or news paper. My display cages get the cypress mulch or aspen.