How many chickens do you have? How old are they?
Those little prefabs, unfortunately, always claim to hold many more chickens than they really should hold and managing bedding and litter for them is always difficult -- in part because they're short on ventilation so ammonia builds up.
Are they confined in the little coop and run or do they have a larger area to roam?
Since you're going to have to change out the bedding in that small space frequently, large flake pine shavings are probably the most economical and the easiest to handle. They do need to have bedding between them and the concrete both to protect their feet and to give them somewhere to dig and scratch.