Different Kinds of Bedding
Like almost everything with horses, you will develop your own preference for the kind of bedding you prefer to keep in your horse's stall. Your horse may display its own preferences as well. Your choices are sawdust, shavings, or straw. Sawdust can be the cheapest to use, depending on what part of the country you live in. Sawdust is easy to clean, since it slips easily through the manure fork, leaving the bedding in the stall instead of in the manure pile. The main drawback is that is can be dusty and aggravate respiratory problems.
Bagged wooden shavings are more widely available, both at mills and at your local feed store. Wooden shavings that are bagged for use with horses consist primarily of dry pine shavings. Make sure the shavings you buy are intended for use with horses. Avoid other kinds, as they can contain shavings from types of wood that could make your horse ill if they are consumed.
Both shavings and sawdust can dry your horse's feet. The key here is to get your horse out of its stall and onto natural grass for as much of the day as possible for both its physical and mental health!
Straw is another bedding alternative. It is often used in the stalls of foaling mares, since fine sawdust will stick to the wet newborn foal. Many horses will eat straw, but usually they only try a few bites before they decide it is not very palatable.
Many other types of bedding, from chopped corn husks to recycled newspaper have come on the market. Some materials are synthetic. Some may be more available in some parts of the country than others, but none seem to have caught on as much as the old standbys of sawdust or shavings. If you are unsure about what's best to purchase in your area, ask your veterinarian or a knowledgeable horse person for a recommendation.