I wouldn't even know where to get Pine shavings without buying those little compressed cubes from the store. Ironically cheaper is easier when you can get bulk mulch or just have a tree trimming company drop off their load in your yard.
Pine shavings are often delivered in bulk to places like riding rinks, stables and such. Folks will get those from those places and put them on their gardens thinking they will mulch down similarly to the wood chips. My brother has a smaller garden, so called me to ask if those cubes of pine shavings would be as good as the wood chips for mulching there. Needless to say I'll be delivering wood chips to his place for a more successful outcome.
Funny thing is, a person can rarely get tree service byproducts out in the country, though they are in great abundance in and near towns. I have to truck wood chips out to my place from areas closer to town, as the tree services will not deliver out here...not even for the offer of cash on delivery.