I use aspen and it works just fine. Reduced smell and it looks nice to boot.

Do NOT use Cedar or Pine on rodents! Pine is alright for snakes if it's well milled, but since rodents are more prone to respiratory problems and sometimes chew on substrate, Pine is a no-no for them.
Carefresh should be avoided as well, as it is very dusty and horrid to clean up when wet.
Equinefresh and Woody pet (pellet bedding) are also fine to use...just not with moms and babies so I've heard.

I use aspen for all the animals in the house. For the mice, I just give them shredded paper towel or phone book pages for nests as well as toilet paper tubes to shred and they're happy.