I use these, which were about £2 ($3ish?) from Ikea:
With hay in:
And sometimes (well, quite often actually lol) the bunnies like to sleep in it:
It's pretty popular- holds LOADS of hay, which they can get out very easily and it attaches to the cage very easily with zip ties. And, as you can see, if the bunny is small enough, it also makes a very cosy bed!