Mine love sand, most people suggest sand, I do use dirt sometimes but because I use sand as the bedding if i add dirt it gets too compacted. They seem to like the sand a little more...
On occasion when i haven't used it as the bedding I've put the sand in round cake pans, but they throw it out pretty fast, so next time i have to do that I'm using something like a beer box i will cut an entrance in the center of and then put sand in it so it can't go out so bad.
Oh and I add dry or fresh herbs to it sometimes too, they like to pick it out and its a good healthy snack. Oregano, parsley and branches of dill are their favorites.