Everyone says use pine shavings.
I've only seen about half of people recommending pine shavings. The other half have other preferences, for various reasons.
My own preference is for any plant matter that is dry and I don't have to buy (exception if it is really sharp or known to highly toxic.) That often includes dry leaves in the fall, but can also include pine needles, hay or straw, shredded paper, shavings, sawdust, wood chips, whatever vegetable trimmings the chickens don't eat, and so forth.
Some of those are prone to matting or need a bit of special management, but in general any and all of them can be used. A mixture often performs better than any single ingredient. For the ones that are most prone to matting, either they can be used in small amounts with other materials, or you can just keep putting in layers on top, and clean out a big block of manure & bedding at the end, all layered up like lasagna for the compost pile to eat.
I think shavings are recommended so often because they perform reasonably well, and can be bought at a reasonable price in most areas. The other things tend to either be seasonal (dry leaves) or regional (pine needles or hemp bedding) or have specific disadvantages (shredded paper mats badly if used alone).
As for pine shavings vs. other shavings, my understanding is that pine causes fewer problems than cedar shavings, while being more available and cheaper than shavings from other kinds of wood. Since I prefer not to buy bedding materials anyway, I haven't studied it in much more detail than that.