Here is a list of the different bedding that should be used in cages. You can also do a combination of some to save on money.
Fleece: Fleece is a great alternative bedding that is soft and wonderful for your guinea pig. But as like the hay is should not be used alone as fleece wicks away your guinea pig's pee. If there is nothing under it the pee has no where to go. Some people use uhaul pads, towels and puppy pads.
Carefresh: is a popular bedding material, although some people are not fond of it. Reportedly soft and absorbent, the primary drawbacks are price and some dust. Carefresh Ultra reportedly is not dusty but is more expensive. Critter Care and other generic Care FRESH type beddings are less costly but more dusty. A few people will put this on top of wood stove pellets or yesterdays news to add a soft top to a harder bedding.
Hay: While hay is not a good bedding material when used alone, it works well when combined with other absorbent bedding material like Carefresh. The hay itself is not absorbent and should be removed and replaced daily.
"kiln-dried" pine: There are two types of pine, "kiln-dried" and normal. If you're using normal pine, be sure to air the shavings thoroughly and use in a well ventilated cage. Airing the shavings will allow the volatile oils to dissipate. It has been found that these oils can cause medical problems in small animals, while its not as bad as cedar, airing it out will cut this problem. The other problem we have heard over and over is the mess. Guinea pigs LOVE to run around. In doing so they can kick up a lot of pine shavings leaving, owners frustrated with the clean up.
While there are only a few "bad" beddings, we aren't saying you're a bad guinea pig owner. We are here to help you so here are the reasons why these bedding materials should not be used.
Cedar Shavings: It is widely believed that cedar shavings negatively affect the health of animals. Reportedly, the phenols (aromatic oils) which so effectively kill insects, harm the respiratory tracts of our pets and may cause liver damage.
Given the availability of better bedding materials, never use cedar. Choose a safer bedding for your pet instead.
Saw Dust: saw dust is just that, dust. It can cause horrible breathing problems.
Newspaper: While some people find it useful to line the bottom of the cage with newspaper and place another bedding on top, newspaper alone is a poor bedding material. It does not absorb liquids well, does not control odors, and must be frequently changed.
Corn Cob Bedding: Corn cob bedding has a tendency to mold, does not control odors, and is reportedly hard on a Guinea Pig's feet, making it a poor bedding. Guinea Pigs will sometimes eat this bedding, which reportedly swells when wet.
Straw: Straw is non absorbent, can mold, and the stiff stalks may cause injuries (especially eye injuries) to your pet.