I use what ever I can get ahold of. Straw/hay in Fall and Winter. I think it adds more warmth to the chickens and ducks. Then shaving in spring and summer. We are going to get shavings tommorow..........
I'm going through too many shavings right now because of all the rain, but normally I use shavings with straw (thin layer) over it in the spring/summer and spot clean maybe weekly. Then when the leaves come down in the fall I strip and fill the barn/coop with dry leaves, up to three feet if I'm lucky. They stomp it down pretty quickly. Then the wasted hay gets on top. I occasionally need to add a little straw on top of the babies stalls and have to sometimes clean out the area right in front of the door to the communal stall, the door that stays open 24/7/365, as the rain and snow comes in and the girls pee in that corner in bad weather. So I strip that little patch out monthly or so in winter and re-bed it with shavings topped with hay if there is enough to redistribute some, or straw if not.
I have three big bucklings in a stall and with the rain, I have had to add straw and yesterday I threw a half bag of shavings right on top. Since they are leaving in about two weeks, that was easier and cheaper than cleaning the stall. Same with the other stall that a doe kidded in and now one tiny buckling is living in....I spot cleaned after the kidding and just added clean straw on top. I'll strip the stalls when the babies leave if needed, or if not, I'll strip them in the fall.
I really like straw best for the sheep. Shavings are a nightmare unless they're slick sheared (the sheep, not the shavings). I use shavings in teh chicken coop though, because I found straw didn't do a very good job. Shredded paper, which I can get for free at work, also was horrible. The paper just matted down and became like cement. It stuck all over the eggs and everything. It was horrible. I've tried using leaves, but I don't have enough leaves and I find they just don't make as nice of a pack. Hay is fine if it's just waste hay, but I won't ever use straight hay as bedding because it really isn't as absorbent as straw and I have found that the hay packs down tighter and is harder to clean out.
So, IMO, straw is best for sheep and goats. Shavings are great for chickens and goats.
I use straw for the goats and spot clean the frequently used spots once a week and clean the whole thing out every 2-3 weeks. I also use Sweet PDZ under the straw to help neutralize the ammonia.
For the chickens I use the fine wood shavings from TSC. I like that it is like sawdust so I usually put down about 1 inch in the bottom of the coop and then just sprinkle under the roosts just enough to cover the poo. Mine aren't in the coop that much but I have noticed that it smells a lot better since I changed to the fine shavings. When I had an enclosed run I filled it with dried leaves from the woods edge to about 3 feet. Sounds ridiculous but they LOVED it. In about 2 days they had it down to a mulch from scratching around in it. It was great.
I use pine shavings on the bottom layer then add wasted hay for all the animals. With as much hay as the goats waste, I don't think I'll use straw again with the exception for kidding season. My reason being that I don't want the kids ingesting wasted dirty hay.
The when I clean out the coop and barn, that mess goes to the garden and compost pile. And I have about a foot of deep litter in the goat barn to work on now. Anybody want to help? It's been so wet that I keep putting off the big cleanup. At this rate it might be fall before I get to it.