Any dry organic material can be used as bedding/litter for the coop and/or run. Each material has it's pros and cons.
Pine shavings are probably the most widely used because they are inexpensive, widely-available, easy to handle, and fairly long-lasting.
Straw has been the classic animal bedding for as long as humans have both grown grain and raised livestock.
Some locally-available materials have the advantage of being cheap, or even free -- for example, here in the Southeastern US pine straw, the fallen needles of Longleaf and Loblolly pines, are free for the raking on my property. They are not as absorbent as straw or shavings but they also don't pack and mat and the surface dries out rapidly after even the heaviest rainfall. I've heard of rice hulls and ground corncobs being locally-available in certain areas.
Some people use shredded paper -- which is often free or cheap, but which is subject to packing and matting.
Some people use lawn waste such as leaves, dried grass clippings, etc.
Many people use wood chips -- the coarse kind you get from a tree trimming service -- in their run. They provide superior drainage, are especially helpful with mud and odor problems, and last a long time but their drawback is that they usually come by the dump-truck load and have to be stored.
And then there are the exotic materials such as hemp and coffee grounds.
IMO, the best bedding is a mix of materials of different textures. I find that such mixes are less subject to packing, matting, and developing anaerobic pockets. I'm also very partial to free bedding.
