Gravel works, too. You just want some rock. But one of the advantages of pavers (if you're up for some extra work) is that, if you can manage to insulate them from the ground, they will put their heat into the house air, rather than into the ground.
Admittedly, I've never carried out that scheme, since I hardly have that kind of cold problem. But one approach is to build a wooden floor slightly above the earth and lay the pavers on top of that. Another one that's easier but probably not cheaper is to lay a layer of perlite. Or packing peanuts, if you had free access to a bunch. Anything full of air that won't rot. And what I find attractive is 4'x8'x0.5" insulating board, about $10 at Lowes. The 2'x8'x2" expanded polystyrene is about twice as much but is rated R-10 and rated for sub-grade. Both add just a fraction of the paver cost to the project.
You may still need some sand to level a base for the board.
