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1. I use either Unprinted Newspaper or Shredded Aspen
2. If you need a light to boost ambient temps I would use an Infrared Bulb then partially cover the top of the tanks screen with foil or something to keep the humidity stable. I used Exo-Terra bulbs and found that they were a good product with a decent lifespan. I'd keep your bulb on a thermostat or rheostat also to be able to control your temps better.
3. You have many options. Personally I use Herpstats, the basic will run you about $100. Ranco and Johnson controls make some in the $80 range also.