Hi Kat,
I have tried every type of bedding going and always revert back to thick layers of newspaper > thick layer of shavings > and a generous helping of barley straw on the top (or sometimes the russell soft bedding instead)
Its very quick, very easy, and lasts a week with 4 piggies, no poo picking 3 times a day, changing fleece and towels and having to wash them all every other day!
Their hay go's in a hay rack on the side and they are well happy, they are able to forage, dig and lay comfortably.
If you have a home bargains and a range near you then your sorted, home bargains sell blocks of shavings for 49p each, and we use 2 per cage a week, and the Range do compact barley straw for £3.99 which does about 5 cages.
I have tried megazorb, it is very dusty, it works out to be very expensive and always looks a mess after a day or 2 when there are 100's of poo's laying around,
Tried newspaper and hay and the hay gets very stinky very quickly after it has been poo'd and pee'd on.
Fleece - too much work involved (for me as like i dont have too much spare time)
Shavings alone get smelly quickly and its very messy and gets kicked out of the cage everytime the piggy's popcorn.
Its down to personal preference, mine is newspaper, shavings and straw.