I use gravel substrate in my run, and I am very happy with it. There is a bottom layer of larger gravel (jagged pieces about 1/2 long). This layer is about 3 inches deep. On top of that is a layer of pea gravel, about 2 inches deep. Using gravel means that their feet stay super clean. Their poop lands on the gravel and dessicates very quickly, so my run doesn't smell at all. I actually don't need to clean the poop up at all...there is literally zero maintenance (occasionally I cover a pile of coecal poop with a scoop of gravel). This is probably because I only have 6 pullets in a 10 ft X 30 ft run. I'm not sure how easy maintenance would be in a smaller run, but gravel woid HAVE to be cleaner than dirt.
Of course, I live in the Central Valley of California, which is a Mediterranean environment. Rainy winters and hot, dry summers. It doesn't get cold enough here to worry about adding warm substrate like hay or shavings. In fact, the reverse is of more concern...the gravel could get very hot on their feet in the summer. I have provided lots of dense shade for them, which they take advantage of. Also, I have made them a dust bathing bin, with 50/50 sand/peat moss, so when they feel like scratching they scratch and bathe in there, leaving the gravel layers undisturbed for the most part.