I use newspaper for my bp's, its free and easy to clean up and it doesn't insulate against my UTH. I found any substrate deeper than 1 inch created issues with unstable heating. I've tried a lot different subs, and now just use paper for my bp's, little chance of ingestion, dustless, easy to clean, and inexpensive.
But my RRS likes to burrow to hide so she has aspen and 3 inches deep at that. But for her, heating isn't major issue.(70-80 deg, with a 85 basking spot)