Right now I line AJ's cage with white paper. I use white paper in the bottom of his litter pan and then put hay on top of that. A lot of people advise (or so I've read online) to put hay in the litter box but I have caught AJ actually just go in to do his duty and get out.
The white paper for me serves a purpose as I am legally blind. So it helps me keep track of what comes out or off AJ.