I use newspaper, but to make things more aesthetically pleasing I put paper towel over it. I loved using astroturf, but it was just too much of a pain to clean for me when I have so many other pets, not to mention housecleaning, working, etc. to do.
I love having newspaper because you can see all of the feces and urate, and eliminate it from your cage. Other substrates can hide some, and it'll foul up your tank.
During shed times, I put plastic wrap over the screen lids of the cages where needed (most of my cages have plexi lids anyway) and use sphagnum moss to retain humidity. True, I do leave a layer of newspaper in there, and it does get soggy, but oh well.