Pine pellets are pressed wood pellets. They can be sold as horse bedding, small animal bedding, or fire starters. If they are for fires, make sure they're just plain, pressed wood without additives. They are sold in feed stores and some wood stove/hardware stores. They are cheap, and keep odors down. Here's a page on GL with them (at the bottom) Guinea Lynx :: Bedding - Wood Products. They are dried, but I still air mine out before use.
Yes, I buy them buy the bag, which is forty pounds. They are always solid and heavy, but I find that helps keep my piggies litter box with them in place (they use fleece with just a box now of pellets). One bag would totally fill a 2x4 C&C cage twice when I used pellets as bedding.
My pigs don't eat them, and my pigs LOVE to eat everything (wood shavings, carefresh, any paper or cardboard...), but all pigs are different.
Sounds great! I have two cat litter boxes where I feed them and they do their business in there. I have some fleece in there now, I need something on the bottom to soak up the urine better. I was using newspaper but didn't like it. Now if they do eat it, it won't hurt them right, as it is pine?