I have even had success using small ceramic space heaters. The heater should have small enough openings that tails can't enter, an adjustable and covered thermostat, and should shut off if tipped over. These radiate plenty of heat, but do not develop the dangerous surface temps regular space heaters tend to have. Remember to monitor temp very closely. Keep it simple, and do not use Cedar or sand.
Newspaper is the easiest.
I use blank paper obtained from local newspapers. Many will give this away, but most sell it for a few dollars. Just ask for an end roll. This is attractive, and relatively inexpensive. Keep a few pieces handy, so that one can be replaced and the other cleaned later.