I voted anything but iceberg. They have round lettuce or curly lettuce most often, sometimes romaine, and very occasionally I let them have some little gem.
There are risks with most things they eat -the root vegetables are too sweet, the cabbage family might give them gas, spinach and cabbage can have high levels of calcium, etc. All the good stuff (herbs) only comes in small quantities. So I just try to keep it varied and keep the quantities small.