I use a metal nesting box with a changeable wooden floor. They sell them at our farm supply store, but I get them cheaper through Bass Equipment (I buy a lot of equipment at once, so I save, even with the addition of shipping).
When I only had a few rabbits, I used wooden nestboxes I made myself out of plywood and 2x2s.
Metal ones are really lightweight and you have to figure out how to secure them into the corner so the doe doesn't move it. But, they're easier to clean and sanitize than wooden boxes. You have to have a wooden floor so the kits don't freeze, though (metal on skin just draws all the heat right out of them).
I use straw for the bedding. I've tried hay before, but the doe usually ends up eating it instead of leaving it for the kits. Newspaper strips work temporarily (when I ran out of straw and couldn't get more for a week or so). Don't use sawdust or cedar shavings. Pine shavings can work, but I still don't recommend it. Oil from cedar trees (and sometimes pine trees) can really irritate the kits.
Just make sure that whatever you use for the nestbox is sturdy (she won't eat it up--like I've seen when an unprepared person used a shoe box--it was also soaked through with urine very quickly), and just big enough for her to barely fit in, but not comfortably. Having too big of a nest box will encourage her to hang out with the kits, which usually results in trampled kits. She should only be in there long enough to nurse, and then get out.