What to line bottom of coop with

I use straw. (did you mean "straw" instead of "hay"?) It turns to a nice mulch after a few months.  The hens love spreading it and scratching through it.  They get excited when they see me coming into the coop with a fresh bale in my arms.  They get a lot of exercise and find a lot of bugs and worms when they dig through the straw.   I live in NC and straw works well for me where I live.  It doesn't work in all areas.

Good luck!
 

Does the coop itself have pine shavings in it? I had the same question when I started my little chicken farm =) What to put in the little run under the coop?? I started with straw but they scratch so much and it made a huge mess in the first 3 days that I had them locked up in the coop to get used to it. After I started letting them out in my yard I cleaned out their little run that's attached to the coop and left it clean. I do have grass growing there but my chickens roam my yard freely all day long and they are not even interested in pecking at the grass in the coop run. I also like to keep their water and feed outside of their coop in the little run. So the straw made a mess in the food and water. Now that I don't have anything it stays clean. It also is easier to clean as I just spray the grass with the hose if they poop there. So I vote plain ground =)
 

There is a video of a guy who puts grass after mowing in his little run. It does look comfy and fun for the chickens! =)

Grass is fine -- unless they eat too much and get an impacted crop.  Trouble is, occasionally one will get an impacted crop from straw or hay as well -- and gobs of people use both.