Depends on what we're talking about by "media". If you're looking for pure filtration, the 100-micron Red Sea filter socks are the best (the 200-micron nylon mesh socks are great for extended vacations as they don't clog up as quickly and are far easier to clean). With the media basket any kind of filter floss will work (just make sure there's enough to cover the slots in the side).
If we're talking about activated carbon and/or GFO, I don't recommend running these in the media baskets because they quickly clog up with detritus and this really limits their effectiveness. You can place them in a bag (after rinsing) in the sump somewhere there's adequate flow although I prefer running them in separate reactors myself.
With respect to the actual media itself, Nyos has hands down the best carbon and GFO followed by Red Sea for carbon.