Substrate is something that causes a bit of controversy among leo keepers. There are a multitude of acceptable substrates to use including paper towels, newspaper, cypress mulch, play sand, calci-sand, and all of the other manufactured substrates. We use a few different substrates depending on the age of the leo, or the number of leos being kept in the same enclosure. The source of controversy about substrates is impaction. This is when the leopard gecko ingests some of its substrate and then can't pass it through.
Impaction is especially dangerous for hatchlings and juveniles.
We keep all our little ones on paper towels or newspaper. Leos are generally desert dwellers but they do require a humid area in their enclosure to help with shedding. If a leo doesn't shed properly they can have some problems, the most common problem is loosing toes due to the skin constricting the flow of blood to the toes. It is a huge pain trying to remove the skin from the toes of a leo, so for your own benefit, provide a humidity box. There is a wide variety of food items that can be offered to your leos.