I used to use hay and found that the longer fibers became hard for the girls to shuffle through/turn when they became soiled or damp. They were also harder for me to turn once I really get some depth on my litter. They call it "forming a cap" when its like that.
This year I used pine chips and will never go back to hay or straw! The chickens could turn their own bedding if I just threw some BOSS in there every once in awhile. When it was time to remove, you could do it easily with a grain shovel. They smell fresher and they absorb more fecal matter. They are also easier to spread on the garden or compost later on.
we started out using pine shavings ann love it! hay just in their nesting boxes....i switched to cedar shavings but recently have had one girl with a sinus infection...i have read on here that the cedar can give them respiratory problems so i will be switching back to pine tomorrow!!!!