I have done both. Personal choice was the shavings. Smell is so much nicer. I'd only change the floor shavings 2 times a week. Sometimes only once. Depended on how much water they'd spill. I always provide water in the duck coop through the night. Well anyway... I also used shavings in their nest boxes, and they'd never poop in those, just everywhere else. I had a 4x5 coop, and I put bread crates in the back, and then the ducks only used them for laying, and that made a big difference too. So, I only had a 2x4 area of shavings to clean out regularly, and I would only clean the nest crates as needed, about once every 2 weeks. I also had the coop on a tilt, so water that got spilled would drain out through the crack under the door.
I would use straw in the winter. Made for a thicker pallet for them to nestle in. In the middle of the week, I'd break up 2 flakes and chuck them in on top of the straw that was there. Then at the end of the week, I'd clean it all out and put fresh. I'd use about 4 flakes a week, so a bale would last me about 2 weeks, sometimes longer depending on where I'd get the straw. In the winter, it wasn't that bad, but when the weather warmed... YUCK smell wise. But that is just me.
I live off of Lake Michigan... If that gives you an idea of my weather.