Wire but.... We had about the same type of nesting box that Baymule described for some years, now we only use them in the cages of the weaned buns with hay to insulate them from wind in the winter. My husband got a bug to make two compartment brood cage about two years ago and we did use a nesting box with it, and then this year he got a bug to renovate it with a wired drop nesting box. I like it so, so, so much better! I have lost more kits than I liked to exposure that were accidentally dragged out with the mother onto the wire with the wood/wire combo box, even happened with the two compartments but more rarely did I lose one because we had a warming pad on the nesting side and they usually survived until I found them.
The drop nest works with the natural instincts of the doe better, I think, and if a kit gets dragged out, it is more likely for it to wiggle around and fall back into the nest to find its siblings and snuggle. The only downside is that the drop box is more exposed to the wind and cold on all sides, if your cages are outside like ours, and needs to be well insulated in the winter. We have used cardboard and paper bags (sytrofoam and old vinyl signs also would work on the outside) and even added a warming pad fixed to the underside. We replace whatever was on the bottom each time and the warming pad gets cleaned between kindlings. However, we are in the southeastern United States so our winters are wild swings of temperatures and weather (as we just had a dump of 12-inches a couple of weeks ago--seriously crazy!) but certainly our winters are not as harsh and long term as in the northern states. Our greater concern here is more about heat in the summer.
