I have used wood shaving Auboise fleece and fitch. One of my pigs can't use wood shaving it makes him very ill and I found it smelly. I try auboise bedding, only for 2 days as it is made of small pieces, like little needles and one of these got inbedded in my pig bottom. So the auboise ended up in the bin. Fleece is nice I liked it but I found my weekly electric more that doubled. It worked out very expensive.
I always go back to fitch. Its the easiest to clean, its the cheapest it last me 2 month I have a large 2 x 5 c&c cage. And it keeps pigs very very dry and warm. It is totally dust free. It is by far the best bedding I have tried. I haven't tried megazorb because fitch works out cheeper and has no dust