The problem with substrate beddings is that they are often dusty. They are not the healthiest option as the dust from them can cause respiratory problems. Substrates can also hide health problems like discolored feces, urine and blood.
However, if you really intend to use a substrate, Care Fresh Ultra (white) has been recommended to me as the best type to use, this way you are more likely to see if there is any blood in the cage, green poops, or discolored pee.