Newbie here....I use a combination of pine shavings as many have suggested along with shredded cardboard.
When I first received my chicks, I was also using shredded paper...whoops! They decided to eat some of the paper so I stopped doing that.
I shred the cardboard using a standard paper shredder that also cross cuts so the pieces are smaller. I have experimented with all kinds of cardboard and it seems the corrugated stuff is the best...the stuff for shipping boxes. I will also use thicker cardboard like from a FedEx/UPS package or anything else that seems "thicker" that they won't try and eat. They tended to try and eat the "white" cardboard/paper, if anything. After a week or so, they didn't bother. I think they figured out that food was better. HA!
Anyway, I thought it was a good way to go as it uses a recyclable item (cardboard), gets composted, then gets used in the garden. While it takes time to actually shred the cardboard, it could save you some money, depending on how much you value the time you spend shredding. I don't mind...better than watching TV.
One of my chicks just layed their first egg so I have "opened-up" the nesting boxes. When they were younger they could go in an poop in the nesting boxes. I closed it off as I didn't want them to get used to using the boxes for anything but nesting. Anyway, I layered some shredded cardboard only in the nesting boxes...I'll have to wait and see how that works, otherwise I was going to try using straw in the nesting boxes.
I hope this helps offer another suggestion.