If they are truly chicks (still in the brooder/ under 3 months) I read not to use cedar. But in the hen house(when they aer of laying age), I would recommend cedar to keep down mite/lice populations. I don't use all cedar, usually 70/30.
Pine shavings are the nicest/best, but I just use what I have. Paper is fine if you have a good source of it, but it tends to pack down and just become a hard floor covered in poop. little paper pieces are better that the typical strips of paper from the shredder, since they are more likely to stay loose and fluffy.
Straw also tends to pack down, and, as with paper, the more chopped it is, the less likely for it to pack down.