I just give LOTS of hay. Good, edible, grass hay. That way the babies can eat it as they get older and trust me, they DO! By the time they are ready to come out there is barely any left. I usually add more though.
I know people who only give straw, people who simply give paper, people who give papaer and saw dust, and people who give a mix of it all.
Oh, and depending on what box I am using I usually put wood chips in the bottom for when the babies start peeing. This last time two out of my three litters where in boxes with no bottomes so I just sit them on fleece insted of wasting the wood chips.