Various cardboard boxes, pieces of bark, toilet paper rolls, bent pieces of cardboard, plastic boxes etc. I've made a couple of hides out of clay and plaster, too.
Use your imagination. Be prepared for them to make the final call. I tried to use a cool whip contaner on my newborns. They would lay beside it but not go in. I think it was because it was white(too bright inside) and didn't give them a feeling of security. I have a group of young ones who only want this stupid old shoe box. So far they've won the battle. Stubborn little Radixs!
Afraid a lot of mine are small plastic bowls with holes cut into them and one shoe box. I am slowly, (emphasis on the "slowly") replacing them with rounded cork bark so they will look more natural.