I think cypress mulch is the best. I buy cypress mulch from home depot, lowes, or your local nursery for about $3 a bag. I buy 3, which is enough for my snakes and rats for 1-2 months. Make sure you get it without any chemicals or pesticides. When I first started using cypress I had start issues and my blood nostrils were becoming clogged. So before I use cypress I remove small pieces and first using a filter process. I've attached the link to my thread.
http://ball-pythons.net/forums/showthread.php?t=146397
New Cage and Substrate Setup
Both my bloods love to burrow and I don't have to must as often. The clean-up every 1-2 months isn't bad either.
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