I ordered back to nature bedding (£9.50 for 30 litres on amazon) after it was recommended on here and so far I'm loving it- I have newspaper lining the cage, then a towel then fleece; a tray under the hay rack, a tray under a wooden roll hut, and a corner tray with a blanket pegged over. I've got back to nature in the 3 trays. My 2 wee ALOT where they sleep and I did have sawdust and cosi n'dry in them which was getting sodden and was messy- I didn't have to change the fleece for a week tho, just changed the trays everyday. It's a bit of trial and error but at the moment the back to nature seems a good choice!
On another note, I have never seen my guinea pigs sleeping! I've had them about 6 weeks!