It really depends on what species you have some, like chineseys and robos enjoy burrowing a bit more than say, a Syrian. However, the bare minimum I would ever recommend keeping a Syrian on (and this is given they're not a burrower) would be 5 inches. A better minimum would be 8-10 inches with 12+ being best
My favorite bedding and perhaps the best available in the US would have to be kaytee clean and cozy, but just about any soft, hypoallergenic, and minimal dust bedding will work just fine!