I personally would stay away from cedar based on all the stories and information I have read. Rather than pine shavings though, I recommend pine bedding pellets. They are available at most feed stores. I like them MUCH better for the brooder than pine shavings. I do still use pine shavings in the coop.
No, cedar really hurt our little silkie hen. She got all better just by changing the litter to pine after a few day's break just on newspaper. We also washed her (she really liked that). Once the cedar was gone, so was her cough and diarrhea.
One of our sons has asthma, we noticed he didn't need his inhaler much after the cedar was gone, too. I wouldn't recommend cedar. I love the smell, but it seems to give people and pets too much trouble.