I am looking after piggie's and use sawdust in their cage's i only put a layer in not right up the side's and i don't find it that messy, i prefer fleece and mine are on that but they have a kitchen area which the other piggies don't i change it once a week
I use a mix of half Carefresh half aspen shavings. If I could afford only carefresh I would use just that but as it is I am a student and can't.
I change it once a week, but I try to spot clean the worst of it every day or two.
It does seem to get everywhere but over half of the mess is my fault when I clean out the cage... so cage cleaning day is usually vaccuuming day too.
To keep the mess down (ie to attempt to stop Athena from just kicking the hay out the sides of the coroplast are about 6 inches high. She can still look out if she gets up on her back legs but can only very rarely actually kick shavings out.