Pine shavings is ideal. You can use some natural material such as pine needles or dry leaves as well. I personally like to keep mine 1-2 feet deep in my large coop and 6-8 inches deep in my small coop.
Lol thats so cool! Maybe i could do the same with a well house that we arent using ^~^ im just not the construction type. I ended up with more chickens then i wanted(i love em all anyway) so im worried their coop isnt big enough