I tried the Tekland shredded Aspen which had very small pieces but it was very dusty. I like the Aspen shavings - less dust, more volume, soaks up the urine better and it gives the rodents something to chew on.

I was buying big bags at reptile shows but found that the prices were cheaper at big box stores (Petco, Petsmart) when they have sales. I have to drive pretty far to reach a TSC or a "feed & grain", so the gas cost eats up any savings.

Look around at all of your options.