Newspaper is definitely the easiest, and probably the cleanest option if changed frequently when dirty. I recommend that your Savannah be provided with some type of shelter. They enjoy having a place to go where they can feel safe and enjoy some privacy. We have used both cork bark shelters and cardboard box shelters. You can also build them a shelter out of wood, or use an enclosed kitty litter box or something similar.
Savannah monitors come from a hot, fairly dry climate.
They need to be kept pretty warm in captivity also. The daytime temperature should reach 85-95 degrees fahrenheit during the day, and about 10 to 15 degrees cooler at night. You will need a thermometer in the cage to keep track of the temperature. Heat during the day can be provided with basking lights. You can also use heat tape, reptile heating pads, and hot rocks to supplement the light heat.