cardboard
+1
And nitrile gloves.
I rarely get any on the floor / cardboard though. Just make sure you have a good sized oil catch tub/can.
I cut the very top off of a 2 liter soda bottle and use that to remove the filter after loosing the filter with the filter wrench. The plastic is flexible enough to grip the filter and the bottle is bigger that the filter housing so all the oil runs down the filter and pools in the bottom while I finish unscrewing the filter. Any dribbles after that fall into the drain pan.
I use these dark fabric things with PIG printed on them. My father-in-law gives them to me when I visit. Probably not as cost effective as cardboard if you're buying it yourself though.
cardboard