Like most people, I don't like the idea of using wood chips, especially with tinies like mice.
So I use this, which I order from the german zooplus site;
It's hypoallergenic, pretty much dust free, and smells an behaves like tiny little strands of hay. It is very flyaway, and gets everywhere if you're not careful, but it's worth it.
It also stays smelling fresh for far longer than woodchips, as it's highly absorbant!
With hammies and other rodents, I'll often mix this stuff in with woodchips. It improves the level of dustiness, and again, absorbs moisture and smell much more effectively!
Here's a link the it on zooplus.de;
BED O' LINUM Original Leinen Natureinstreu günstig bei zooplus