I've never actually used the fleece either but from what I understand people clean off the poops daily and wash them once a week. Many people make it into sort of a two layered thing (think pillow case shaped) with a pee pad in between to make it more absorbent, or like Lindylu You can just tuck it under the tray if your chinchillas don't bother with it.
It doesn't hurt to try out different kinds of beddings until you've found one you like. They all have their pros and cons
Fleece pros: soft on chin's feet, cheap and reusable, fun and colorful, safe for chins
Fleece cons: gross factor of washing off pet urine in your washing machine
Carefresh pros: not dusty, very absorbant
Carefresh cons: expensive, gets a funny smell from the urine after only a couple of days, potentially dangerous if chinchilla consumes a lot of it
Wood shavings pros: cheap, smells pretty nice for up to a week, safe for chins even if they chew it
Wood Shavings cons: Messy and dusty. It may aggravate sinuses of sensitive people like me
Note: Aspen is a better option than pine. If you do use pine, make sure it is labeled "kiln dried" or it may be unsafe for your chin (or any other small animal for that matter)
I've also used these weird little wood pellets that were kind of interesting, they soak up urine nicely and are relatively cheap but very heavy and it takes a lot of them to cover the bottom of a tray.
Alas, there's no such thing as the perfect bedding, you just gotta find what works best for you.
As far as shelves go, use kiln dried pine, and I suggest putting an inch or two high "poop guard" on them, but use dowel construction or non-toxic glue to do this rather than nails. The shelves can be as big as you'd like but should be at least big enough for them to perch on, probably at least 4" wide. I would say ladders are totally impractical, they don't need them to get around and they would just be little shreds after a few days anyway
H
ere's a good website about furnishing your chin's cage:
http://www.chinchillas2home.co.uk/cages.htm - the only thing they don't mention is a running wheel. I highly recommend the flying saucer
http://www.chinworld.com/Merchant2/merchant.mvc?Screen=PROD&Product_Code=CW030010&Category_Code=CW03, and others would highly recommend the Quality Cage Chin Spin
http://qualitycage.com/index.php?main_page=product_info&products_id=1802. Both are expensive, but either are worth it.
Looking forward to seeing the habitat you create for your chins!