What bedding should i use for pet mice?

Well, I personally use white pine shavings. Now, I've been told by a few people that some of their mice were allergic to it. I myself have not had any personal experiences with it. Also, carefresh didn't really seem to reduce the odor in my male mouse's cage. Carefresh costs nearly twice as much as a large bag of pine shavings (I use thoroughbed, which can also be used for horse stalls) and isn't very effective.