Wood-shavings for rats should be used very sparingly because they suffer greatly with respiratory diseases. With hamsters, rats, gerbils and alike, vegetable parchment is the best thing to use, its like shredding paper and theres also some very soft bedding which name escapes me but looks like candy floss! That along with ripped up cardboard boxes like you have your tea bags in, cereal packets in, erm.. even the middle of loo rolls/kitchen rolls. All good for little critters!

With my bigger animals like guinea-pigs and rabbit, they've always had wood-shavings and never had any problems with it. My mum's partner is a carpenter and every so often gives me a great big black sack full of fresh, untreated wood-shavings so I get it free