My favorite so far has been "T-Rex Desert Snow Bedding". Bright white, so pleasing to the eye, and the peices are so big, the droppings fall through it (and sometimes the house flies). So it doesn't NEED to be cleaned as often (well, it doesn't LOOK like it needs to be cleaned). Tiny nymphs have some issues getting around in it if it's too fluffy, but mine don't usually get to hang out in it til L2 or L3. It holds moisture pretty well, but mostly the apeal is visual - my bugs get a lot of viewing, so I'm concerned with the estectics.
If you're not too paranoid (maybe you should be) about toxins, you could just use paper from your office shredder, or the brown paper towel rolls from Costco or SmartnFinal. I've used wax paper (really, sandwich wrapping paper) on the bottom so I could just wrap up the debris and lay down a fresh sheet (not as pretty after a few days, but no problems with the nymphs gripping it.
But whatver you use, my best suggestion is to try and engineer a "cleaning box", and make the crawling structure for your habitat one peice (or a few modular peices). That way, you can easily put the plants and nymphs into the cleaning box and thouroughly clean the enclosure before replacing your "tenants". Especially if you deal with crickets, which can smell up an enclosure in no time. I've got big storage bins with really slick plastic, so no one's climbing out if they try to make a break for it.
Hope that helped.