Any grass hay will do fine, such as timothy, bluegrass, orchard grass or brome hays.
www.kmshayloft.com has some of the best hay on the planet.
Oxbow sells the Cavy Cuisine pellet, arguably the best pellet out there.
www.oxbowhay.com KM's Hayloft also sells Proform pellets, a very good alfalfa-based pellet, and worth a try as well.