There are many types of bedding and litter on the market and many of them are very good. But first a warning about the bad stuff. Pine shavings and cedar shavings are a big NO NO! The oils contained in these types of wood are toxic to rats and may cause them to have respiratory infections and difficult breathing.
Sadly many pet shops recommend the use of these two products and many first time rat owners, unknowingly, buy it because you get a lot for little money and it smells good. But please do not let this persuade you into buying it. It could mean your rats life.