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Respectfullyl disagree. Newspaper is very slippery to a chick and will cause splayed legs. I have no problem with hay, but you do have to change it when it gets dirty, as any bedding.
Pine shavings are the best, in my opinion. I've never lost a chick that I raise on pine shavings, plus it helps with the poo odor. You just have to make sure you put a generous amount of pine shavings in your brooder, so it covers the brooder's bare floor.
I do, for the first few days, put some paper towel down, on top of the shavings and scatter some chick food onto it. It helps chicks learn how to scratch around, and they enjoy it.