I just use woodshavings/sawdust:lol: It's cheap and I've never had a problem with it
(Heck occasionally I get it for free, as I just take remains from wood-shop class:lol: Those are just thrown away anyway, so me and my teacher go there to pick up some for mine and her daughter's rabbits.
I tried wood pellets once and frankly I found it even MORE dusty than the shavings:shock: I honestly felt sick when I was cleaning it out. Besides it all crumbled immediately so it was really no better than the shavings:roll: