The bedding you choose depends on your management style. Are you the type that would rather toss some material on top of poop and let it decompose in place? Or are you the type that likes to keep poop picked up and keep things clean?
If you are the former, then the deep litter method is for you. You can use any sort of "green" material to layer on top the poop - dead leaves, straw, wood chips.
If you like to keep the run clean of poop, there is no better material than sand for easy poop scooping. I have a sand run, as well as sand inside my coops. It's very easy to keep clean, and the sand also helps to moderate the temperature, warmer in winter, and cooler in summer.