I like to use coconut husk - comes in compressed bricks, just add water and boom you have a ton of it ... Never had a problem with the geckos eating it, and holds moisture fairly well
I use the ecoearth coconut husk as well and my Leos seem to like it. One has taken up residence in her wet hide. Might be getting ready to molt, though she doesn't show any signs of it.
I have one of the peek-a-view hides that are made from sponge.I dont use it as a viewing burrow,its facing the back of the viv,and i spray it twice a day to keep it moist.
i use orchid moss from home depot. comes in little bricks, really cheap, and holds humidity very well. probably the same as sphagnum moss, but make sure its not the sphagnum/peat moss. i assume its ok as well, just a lot messier when your leos start digging around.
I've used vermiculite, sphagnum moss, and a mixture thereof in the past, and just recently switched to coir after witnessing my largest female drag around a huge string of moss she had eaten and was trying to expel. I think the finer coir is a safer bet, and will hold moisture better. Moss dries out very fast in my experience, especially since I live in a very dry climate (Denver).