Whatever you can get free or cheap. I have used shredded newspaper in nest boxes and in my chicken tractor for a period of time when I couldn't make it out to get chips. (you have to change the newspaper very often though or it will hold the moisture from the poo.) I have one nest box with chips and one with straw, mine use both, although the liked the straw better at first. So long story just a little longer, either is fine, go with what is cheapest, they will adapt.