I use garbage bags under my boys cage, they are cheap and easy to use. I get the 55gal ones because they are thicker and bigger. You can also use a shower curtain and many other things, PixieStix gave a pretty good list, here's a picture of what the garbage bags are like, this is 2 taped together.
http://i179.photobucket.com/albums/w...2/SD531567.jpg