I agree with Magpie - simplicity is the key.
I use a couple of up turned ceramic pot bases with an entry hole cut into the side of them. These i place on top of the deepest part of their sand, which is at the cool end of their tank, and is kept moist. From within these pot bases they usually start their tunnels. Occasionally they just bury the entrance and sleep directly under the pot base.
I use a heat mat under ~1/3 their enclosure - the dry end. At night they come out and thermoregulate on the warm sand. During the warmer part of the year this is on 24 hrs a day. At the moment they are on reduced temps during the night, as i have stopped them from breeding.
Of course if your going to only keep one enclosure with gex, you can make it as elaborate as you want in terms of aesthetics. Fake plants, rocks, pieces of wood all look great. Personally though, i find them a quick hiding place for feed insects.