Gravel will be hard on their feet. Mine is dirt around the coop (translation: mud) and grassy areas they hang out in for most of the day.
I like wood chips/bark chips for an outdoor run. Prevents it from turning into a muddy mess in an area that gets lots of rain. Chickens can scratch scratch and mix it up pretty well, look for bugs, dust in it, etc. Lots of folks on here seem to like sand but I've not used it so I'll let others chime in on that.