I used sawdust for ages for my piggies, years, infact, it eventually ended up giving Amber soar feet so I actually changed over to fleece! Its more expensive, but it doesn't go everywhere, doesn't smell as quickly as sawdust did. Also Amber always popcorns around when I change her feet. In her sleeping area though I do put shredded paper, just so she can curl up, and she tends to pee in there too, so its just a bit of extra protection for the fleece. You can always spot clean areas of poo so much easier! Literally just pick it out and your done! I remember with sawdust if you took any out you'd have to get the sawdust out and put more sawdust in. So much easier with fleece.
Its more expensive obviously but it only needs replacing fully on a yearly basis.
If your interested I just got some new fleeces from a lovely lady, I could give you the link?