I used to use aspen pellets (looks like brown alfalfa pellets), but found the dust levels were unacceptable. I have since switched to Sani-chips which are a fine hardwood chip bedding and have been very happy with it. The only problem with it is that it can be a little hard to track down.

You can find information on the product and the company that makes it here. I contacted them and found my nearest supplier, and have been using it ever since.