It depends on the rest of your setup. If you use an enclosure with real plants, it makes most sense to use something like coco fiber or the ABG soil mixes that some reptile supply places provide. Josh's Frogs has a nice soil mixture that doesn't require the drainage layer that other soils require. The soil mixture also helps hold in humidity. Some people keep their crested geckos on newspaper, but since you'll be misting every day that gets pretty messy.