I am in NJ and I have seen pine straw (which is pine needles from a particular variety of pine that has super soft needles) in ACE, Lowe's, and Home Depot but I don't know if it is always there - I haven't looked as I am lucky enough to have a few of those pines growing near my house so I take my yard cart and a pitch fork and load up!
Regular straw is completely different and is the dried up stalks of various crops. I think folk who use it buy chopped straw, I have never tried it because I worry it would go moldy.
I use whatever is to hand in both coop and run. Mostly mine is made up of oak leaves, shredded brown packing paper, and pine straw.
And in the wettest areas of the run that are not under a roof I chuck in kitchen waste - the chickens eat what they want and the rest composts down in place.
I use pine shavings from TSC in the nest boxes and pine pellets (horse stall pellets) in any particularly poopy spots to make sure they dry out fast.