I use paper towels for the first few days and then I go to the pet store and get some of the finer pins shavings used for hamsters. It is alot smaller and works for smaller breed chicks. Never had a problem. I just wait for a few days until the chicks know wher the food and water is then switch from the paper towels to the shavings.
For the first few days(you didn't say how old your chicks were) I use paper towels only.
Once I am sure they know what their food is and won't eat their bedding, I put them on a combo of pine shavings and pelleted pine bedding.
The dust is kind of inevitable-you can minimize it, but not completely eliminate it.
Good luck to you!
I am getting my first chicks next week. Today in the feed and seed store, the employee highly recommended corn cob bedding . I came home with a bag. I intend to use paper towels for the first few days as suggested so they can know first what is food. After that, I will give it a try. I searched the archives, and it looks like a few people out there posted on using it successfully. Give it a go, if you are really concerned with dust since they are said to be virtually dust free.