I mainly use the corduroy liners I was lucky enough to get from Sherry Songhurst. Sometimes, though, I use no-pill fleece when the liners are still in the washer/dryer (or just haven't been through the laundry yet). Liners in general are *soooo* much easier to deal with than shavings or Carefresh. That, and neither of my hedgies are/were diggers.
As I don't have a litter box, I do put LM Animal Farms paper cage liners under my hedgie's wheel to keep the cage a little cleaner. I can just pick up the paper with the poo and pee on it, and the liner stays pretty clean and dry.
---Lisa Ann