I have a nest pad in the bottom of each nest (just a piece of artificial turf cut to the size of the bottom of the box, for padding), on top of that I put a couple inches of pine shavings, and on top of that I put shredded up brown paper grocery bags (I keep a shredder in the kitchen and any brown paper that comes into the house hits the shredder). I change out the shredded paper about once a week depending on the weather - they get a lot dirtier faster in wet weather. The shavings are changed out less frequently. I also sprinkle some DE on the shavings and mix it in to help repel creepy crawlies.
I use pine shavings. Though I have a horse that I supply bermuda hay for. No Pine trees here in the desert or id use those they sound cumfy. I got wierded out thinking about putting those nest pads in like astroturf.... until I got to thinking about the fact that you are not making a bed you are making a clean place for your chickens to lay their eggs.
Hmmm... You dont have a feed store near your town? Where are you getting your chicken feed and oystershell.