Definitely don't use the sand stuff like the Super Pet stuff:
http://www.amazon.com/Super-Pet-Chinchilla-Bath-Sand/dp/B0002568HM/ref=sr_1_1?ie=UTF8&qid=1286318859&sr=8-1
I know one of my boys came with it, it made his fur sooo rough. It was really weird. His fur is now beautiful using the Blue Cloud.
http://www.amazon.com/Super-Pet-Chinchilla-Bath-Sand/dp/B0002568HM/ref=sr_1_1?ie=UTF8&qid=1286318859&sr=8-1
I know one of my boys came with it, it made his fur sooo rough. It was really weird. His fur is now beautiful using the Blue Cloud.