More common beddings are straw and shavings. Two bales of straw is enough for an average stall and a bit more in winter. If your horse is an adult and will eat the straw, you may want to use shavings. Just check them for wood splinters. Black walnut shavings should not be used. You may use sawdust, but check which wood it comes from. If your horse has respiratory problems, sawdust is really not a good choice as it can be dusty.