You can either just buy a fleece blanket (at a Target, Walmart, or similar store) or a couple of yards of fleece (at a fabric store). Then you just cut them to the size of the cage. Make sure if you get a blanket that you cut off any stitching around the edges.
You can also buy really nice liners from Nancy, at her website, The Hedgie Den. I don't have any of hers, but from what I've heard, they're great.