I started using
wood shavings, followed by a kind of
hay my
rabbits refused to eat (they're picky and spoiled). Now we use the shredded paper from my husband's office.
A few times a year we have a shredding blitz, he has years and years worth of old receipts and bills stashed in our attic, at least this way they get used for something positive and I don't have yet another thing to buy (and store).
After we shred up a ridiculous amount I store the shreds in big trash bags out of the way and fill up a trash barrel with them for everyday use.
(after use, the soiled bedding shreds end up in the garden as mulch, generally on top of an area where I have buried bokashi waste or something else. They tend to mat down and not breathe too well, but they don't take as long to break down as I expected)