"peat, floss, cotton, charcoal, gravel, ammonia chips"
As elise says, Sponges and ceramic rings/shapes are the biomedia you'll see most often recommended here (and for good reason - you want things that can last for years!)
Peat - is a specialty media for lowering pH (don't fool with this unless you know what you're doing)
Floss - (aka polyfloss, aka cotton) is pretty standard as a "fine mechanical" media
(this means it catches small things and needs to be replaced pretty frequently)
(there are tougher floss pads that work almost as well but can be squeezed out more often before replacement)
(the super-cheap way to do floss is to find pillow stuffing at Walmart that doesn't have fire-retardant chems)
Charcoal - (aka carbon, aka activated charcoal) is a "chemical media" best used optionally for short periods to remove medications, tannins or organic odors of unknown origin. It's best kept on the shelf for these occasions.
Gravel - A perfectly fine biomedia if you have enough tray space in the filter for a decent depth bed. It is less in style these days because it has less surface area than some other types of media.
Ammonia chips - White Ammo chips are a "chemical media" used to completely remove ammonia that contacts them. This sounds great to beginners but is actually a tricky problem: If used incorrectly it can remove all the food for the bacterial colonies, causing them to not form or to die, then, at some unexpected point the chemical resin completely fills up and stops (very suddenly, in a matter of an hour or something) removing ammonia, potentially resulting in a deadly ammonia spike. This material -can- be used effectively if used in small, frequently replaced, amounts that come -after- the biomedia in the filter and are initially used -after- the colonies are mature (beginners should probably stay away from it and advanced aquarists should use it with caution in my opinion.) (Zeolite is one of the names of this stuff.)
~~waterdrop~~