It is really up to you, but I've been using spag. I know some people who use a seedling mix. And some who create a mix of their choice medias. You really should grow these fragile little guys in what they will thrive in, which is the media you understand how to work with in your environment.
I use a layer of seedling mix, topped with a layer of sphag. It works well - you can see the trials and tribulations in Propagation Forum - Nobby's Little Amy