I'm in FL, and use... straw. Also, leaf litter.
and with all due respect to the quoted source, anyone who follows this paragraph arguing that straw's hollow core doesn't act as an insulator against cold:
with this Paragraph arguing that straw's hollow core heats the coup:
is either entirely ignorant of physics, or is deliberately obfuscating it in their choice of focus.
What material to use is largely depending on your method, your available materials, and the desired effort. I use a layer of straw in my raised coup, which the chickens dump on. Its not so heavy under its own weight that it mats down, I have good ventilation, so it doesn't retain excess moisture, and my girls digging around in it tend to push it "downstairs" into the duck house portion of my build, where it combines with the raked leaf litter I take from my surrounding woods to compost in a deep litter system.
The number of posts here from people having trouble with sand in their runs must number in the hundreds, if not the thousands. Accordingly, I would place little weight on the offered opinion and do more research - as you are doing - to better understand how your hen house works as a coherent and cohesive system.