Depends on your coop. I have found shavings are easier for them to kick around and dehydrate the poop better than straw, however, it's messier and dustier. It's quick and easy to rake out hay and replace it, but for longer term, shavings smell better and they can churn the poop around. I guess it's up to what works best for you! My girls did prefer straw in the nesting boxes to shavings as they could fashion cool nests with it. Try one and then the other! See what you like or don't. Do you have a picture of your coop? It makes it easier to see how much moisture could get in and how much you might need.
I found straw is really hard to clean unless you remove it all. I started using regular pine shavings and just switched to the finer ground shavings. I can now clean daily without having to remove a lot of the shavings so they last a little a longer. I only have 4 pullets though so it's probably a little easier for me . I just use a cat litter scoop and remove the poo.
I use shavings and a poop board, and I love the shavings! It smells so nice and I only have to clean it out once a season, but that's mainly because of the poop board. I've never tried stray but have been curious about it. I don't think it would be absorbant enough for me though. I walk around in the coop and I prefer having the poop disappear in the shavings than get squished around in the straw? That and I just use a snow shovel to scoop it up. Not sure how easy scooping straw is.