I use a layer of newspaper (so I can roll everything up easily when cleaning) and then Snowflake wood shavings as an absorbent base with lots of hay over the top - I do this in both the bedroom and other bit so they are running over hay all the time - they do tramp the hay down quickly but I always top up the hay in the bedroom when locking them in at night.
I have a hutch with one of those plastic lined drawers which is great. I have started purchasing vinyl tiles to cover the shed floor, and have now realised they don't stick that great to the floor - so will probably need to paint the floor with some proper tile glue first to make sure they stay put