I use coconut coir,but that's only because I already have it in abundance. If you use moss,make sure that you rinse it out with hot water for a little while,I've found mites and other bugs in moss straight from the package. Moss,coir,paper towels,etc all work great.
I have a cool rock hide and I keep. Sphagnum Moss moist inside. The rock holds heat and keeps the miss moist. Every. Couple days I soak a new batch of moss until it is soaked and replace the old with it. My Leos love it.