Hay - they love hay.
But they wee in it, pooh in it and it gets flattened. They eat where they sit.
Readi Grass is good but not a bedding material, it's short cut dried grass, used as a supplement to hay.
I tried a hay rack when it got really hot (hay is a good insulator, sometimes too good). They pulled it out of the rack to sit on.
If mine don't have a 'roof' over them (the haybox has a lid, but sometimes I leave it open to cool them. DH made them a dark screen from mesh , otherwise they bury themselves in hay.
The hay does need changed regularly (in summer every couple of days./ every day depending on how mucky they are)
I give them shredded paper to rummage about in, but it isn't warm.
I gave my boars a soft pillow bed, they slept in the hay trug 
In summer, I use newspaper and hay (which gets rolled up and binned daily).
Their Pighouse has a wooden floor- there's rubber car mats on the wooden floor (insulating and protective) then cardboard.
In their haybox and their 'sitting' areas, Puppy Pads under the newspaper (so they can't chew them)
My new girls are very messy so I gave them wooden cat-litter (rodent safe) in their cage.
The 2 girls are sharing now with the neutered boar so I need to see where they pee.
In winter, I use deep hay over the whole floor and haybed - when I had boars they didn't sleep in the same place so I needed to make sure they had lots of comfy hay.
A deep bed could last 3-4 days with daily spot cleaning ( make sure though they don't sleep on damp hay. Risk of mould/mildew and they won't eat it)
Shavings or sawdust isn't recommended (too drying on feet and fur. Too dusty and respiratory risk)
Straw isn't recommended either, but I found Soft Barley Straw was softer than hay , I put it at the back wrapped in the newspaper as a buffer to insulate. But I'd only use with adult pigs (not my daffy little sow) it can cause injuries and has no food value
Fleece is nice but you need to get all the hay and hair off to wash (wash in a pillowcase to protect your machine)
When mine are indoors for winter they have a trug of hay to eat and a towel/fleece to sleep on.
Cor that was an essay 