Last Spring I switched from straw to shavings for litter in the coop. I will never go back to straw!
My rearing pen typically holds up to 20 birds to maturity. With straw, I was swamping out a soupy mess every couple of weeks. Last year, the birds got through the whole cycle, with me only having to "top coat" the bedding once. When I cleaned out the pen, the floor was still dry underneath. The other blessing was the used litter came out one shovel full at a time, and not in a woven mass the way straw did.
My feed store sells a compressed bale of shavings that is 3 cu yds that expand to 11 yds of bedding. The price is under $9.00! Cost wise, it's a no-brainer.
One thing I feel is important: the shavings I use are hardwood shavings. I stay away from cedar or pine shavings/sawdust because of the resins in them. When they get wet they can burn the animal's feet. I learned the hard way with dogs.
All shavings are not created equal. I look for material that is between 1/4" and 1/2" diameter. Any smaller, you get too much dust, any bigger and the birds don't like the feel of it. As a matter of fact, I had to remove the shavings from my ducks' shelter and replace it with straw. The ducks would absolutely refuse to walk on the shavings.
Cost, absorbency, ease of cleanup all make shavings the hands down winner in my book.
As to the title of this thread, I would stay away from plain sawdust, for all the negative reasons already addressed in other posts. I have an unlimited source of sawdust, but it is too fine, contains evergreen resins, and just turns to wooden mud over time.
Edited by Old Philosopher - 1/14/16 at 10:22am