When selecting bedding for your stall, you generally have four options: sawdust, shavings, pellets and straw.
Sawdust is a great option. Sawdust has a very rich scent that makes the barn smell fresh and outdoorsy. It’s also very absorbent, provides excellent cushioning and leaves hardly any residue on your horse. It can be hard and expensive to use them if you only have a couple stalls to bed, though. If you have multiple stalls, it’s easier because you can order them from a mill and buy them by the truck load. This will save you lots of money. You have to have a large covered dry space to store them such as a shop or barn. It’s a bit impractical to buy an entire truck load if you only have one or two stalls to bed, though, because the longer the sawdust goes unused, the more you risk it getting moldy and peed on and infested with mice and other pests. If you only have a few stalls to bed, you can buy sawdust bedding in large bags from the feed store, but this will probably be more expensive than buying it buy the truckload.
Shavings, like sawdust, also have a nice, rich scent and provide great cushioning for your horse. They’re not quite as absorbent as sawdust, though, so you will generally have to bed your stalls deeper. They also have a tendency to stick to the horse’s mane and tail which can make grooming a pain. They’re usually less expensive than sawdust. You can buy them by the truck load or bagged from the feed store.
Pellets are also great. They are one of the most absorbent types of bedding. They come in 20lb bags so they’re very easy to store and maneuver. They also keep for a long time because they’re sealed in bags. If you buy them from a feed store by the bag, they will cost you an arm and a leg. Unless in a pinch, you should only order them by the pallet. This will save a couple hundred dollars. If you keep your stalls bedded thick, they very rarely need to be stripped, which saves on how much pellets you need to use and in turn saves you your hard earned dollars.
Unfortunately pellets are not the cushiest of beddings, but because of their absorbency and cost effectiveness, some people like to use pellets in places the horse likes to urinate frequently and bed the rest with shavings or sawdust.
Straw is probably the worst bedding available. There is no absorbency at all with straw. Stalls bedded with straw usually have an terrible ammonia smell that can cause respiratory problems for your horse. They get dirty very quickly and have to be stripped daily. Cleaning straw stalls is also very difficult and the floor underneath the straw is usually soaked with urine so they needed to be hosed down on a regular basis. Some horses will also try to eat the straw which can cause colic and be unhealthy if the straw has been soiled. It’s only really appropriate for foaling stalls when you can’t have sawdust or other bedding particles that may get in the foal’s nose and mouth and stick to the placenta.