Best thing is buy a bag and have a look. I buy hay from The Range , Jolleys or (if I have to Pets at Home) and I've noticed last year, the hay is dry and sharp (I'm guessing with all the rain that the grass and weeds grew but the farmers couldn't dry it outside). It may well be artificially dried (I'm guessing here) and because they don't use weedkillers on animal fodder, lots of thistles and sticks.
You need to make sure the hay isn't dusty or musty (damp) GPs are very prone to respiratory problems.
If you go into Poundland and buy Pedigree Chum (not for your guinea-pigs ) you know what you're getting.. Hay varies so much, there's no way of knowing until you buy it. (The Range is £3.99 for 4kg IIRC. Last time I bought it was £6 for 2). It's consistantly good. Sometimes a bit dusty, so I have to shake it. Most recent batch has a very tobacco smell. My boars smell like a Golden Virginia roll-up
I buy a very big bag of FAB brand hay from Pampurred Pets, it is £5.25 and lasts just over a week for 2 greedy rabbits and 5 hungry piggies. It does seem a lot better than Pets at Home or Armitages which are the other brands I use when I don't have time to go to the other pet shop. It is slightly greenish and the last couple of bags have been cut up into fairly short strands which they all seem to prefer. The dust is extracted from it I think and it certainly doesn't seem to make me cough like the PAH hay.
Good advice again from the wonderful 70 here. Try it and see, and it's only a pound lost if it's pants.
I seem to recall seeing them selling small bags/bricks of hay there that was name branded, perhaps Mr Johnsons or something like that (or maybe something totally different!) I didn't think to buy it as it was in a small bag, but I might have another look.
Strangely enough, I've found the hay they sell at Tesco isn't usually too bad. It seems to be quite fine and soft, but as with many retailers, the quality depends on whatever supplier they use (and they often change) and the quality of most hay generally depends on how the weather has been in the growing season and all.