For my boys, most of the cage is newspapers with hay on top as they do seem to love running through it, playing in it and then eating it. However, in their sleeping areas, I use a kitchen chair pad covered with a puppy pad and then covered with a small fleece (ordinary one cut into quarters or a special animal fleece.) Mine tend to do the most weeing and pooing in their bedrooms, so I find if I change the fleece and puppy pad on the cushion every couple days, the rest of the cage stay relatively clean.
I use the brush from a dustpan and brush to sweep off as much of the hay as I can before putting the fleece in the wash.