We use a thin layer of wood pellets covered by a layer of thick wood shavings, then topped with hay. We clean it daily which consists of removing old hay, pushing back the wood shavings layer and scooping out the wet patches of the pellets, topping pellets back up, pushing shavings back and then refilling with hay. We only have to do a full clean every 7-10 days, and the topping of wood shavings ensures the top layer where they lie down is always dry and soft. We use a stick bridge between the kitchen tray and the fleece to stop the bedding getting stuck to the fleece.
We have also used Megazorb, Carefresh, paper pellets, tissue bedding, Aspen, softened straw and Back 2 Nature. We were pretty disappointed with most of them, except Carefresh which we liked but is ridiculously priced.