I think it matters highly on how the shavings are processed before they are packaged. I have used cheap pine that was VERY dusty and seemed to cause a little respiratory distress for the rodents. I have also used high-end, very thin, well-screened and kiln-dried pine that had NO dust, caused no problems and absorbed better than any other bedding I've used before (but it isn't cheap). A local herper has been using the same stuff on his rodent colony for almost 20 years, and he has the healthiest (and largest) colony I've ever seen. He has also kept thousands of snakes on the same shavings for years with no Ill effects.

That said, I've actually switched over to a shredded paper bedding that also has no dust whatsoever, absorbs very well, and is cheaper than most shavings.

-Evan