I would make this its own thread. It doesn't really belong in this thread, and you'll get a lot more responses if it's out where everyone else can see it instead of hidden away in a thread about something else.
Welcome to BYC!
We use straw in the nest boxes and shavings on the floor. I'd love to use grass hay, but it was over $9 a bale here in Ohio last year... expensive for nesting material.
I find that straw keeps the eggs cleaner than shavings, in my boxes at least--and fewer hens lay on the floor since the nest...