As many others have already said Cedar is a No No (for most animals actually)
Pine is what I use and i like it. I am doing the deep litter method, which you can read about on this site.
I also use Stall Dry to keep down the smell, works wonders it's just Clay and DE you can buy it at most Farm supply stores.
I've had my chickens for almost 2 weeks now and I'm very surprised by how clean they are. I've only had to clean up the roost one cus some one pooped on it, other then that I just stir up the bedding and sprinkle a light layers of Stall dry once a week and no smell at all. My run is still grassy but it quickly turning to dirt, I am slowly adding sand to it so it will be easier to clean as well.
Pine shaving are pretty cheap. I bough a large 5 cubic foot bag for like $6 (the first place I looked at pine shavings 4 cubic foot bag for $11! So shop around)