Personally I like to use pine and change it out more often rather than use a more expensive bedding that is more "absorbent".
However, I know some people do not really care for the pine scent and would prefer to use something a bit more neutral like aspen. Aspen shavings are a fine alternative for guinea pigs and actually do a great job of keeping things clean without the astringent smell of pine shavings.
Another option is shredded paper. I particularly like the recycled options personally. Shredded paper can be the most expensive option with various colors, scents, and other variations.
In the end it really just boils down to what you and your pigs prefer. Experiment a bit and have fun with it!