I've used all sorts of bedding. Pine shavings and spare old hay are what I generally use, because it's what I have at hand. The only thing I suggest is not using pine shavings for newborn baby rabbits (IE, as nestbox bedding) , due to respiratory problems. Then again, baby rabbits essentially have their face in the bedding 24/7 so it is the only situation in which I would imagine there could possibly be a dust-irritant respiratory problem with them. Oh, not to mention the likelihood of wood chips causing nestbox eye. But with adult rabbits, it would NOT be harmful.
I've heard of respiratory problems due to dust and 'toxins' in pine shavings. I've raised my rats, mice, rabbits, and MANY other animals on pine shavings for a LONG time now, never had any respiratory problems FROM pine shavings. I've brought home rodents with sniffles that were contagious, but the pine shavings neither caused it nor caused more irritation. All other kinds of bedding are much, much too expensive to be worth it.