Sawdust,
wood shaving, and wood chips work well. I collect a lot of the small chips from the chainsaw created when cutting up our
firewood. Sawdust if you work with wood or knows anyone who does. Just be careful that if didn't come from any type of treated wood.
Dried leaves are good. Dried lawn/grass clippings are ok mixed with other material but seem to mat down a lot on their own.
I haven't personally tried it but have though about keeping them on sand.