I use straw pellets as they don't need soaking so they are much easier my mare had to come off a big straw bed in as it smelt so much on straw pellets I took most of the wet out once a week and I got a massive 1/2 tonne bag for £150 which will last me 2 winters
Wood pellets are brilliant, I loved them, am on shavings at the moment, as yard I'm at gets really nice ones. I got on with the pellets really well, they make a lovely bed, you don't have to wet them. If you put an initial 8-10 bags down depending on size of stable, you can lightly water them to start them off, then for the first week mix in the wee take out the poo, after that when you find a hard wet patch remove it, usually weekly and put a new bag in the hole, you don't need to disturb the rest of the bed all the time so this then fluffs up as that's where your horse wees, you get to know when its time to take wet out