Yep - if you search on here and in stable yard you will find loads of posts about them - and they will answer all your questions!! (o and in the old New Lounge). I had one on shavings and one on straw - now woukldn't use anything else - saves time and money.
I shred every bill, piece of junk mail, envelope etc that I can and mix through with shavings, ask all your friends and neighbours for theirs as well I manage to get 1-2 bin bag full a week, it makes your bed go a lot further
I get bags of shredded paper from work - all above board the porters save it for me and mix it in with shavings. It's brilliant stuff, very absorbant, and it's free. A bale of shavings lasts twice as long as it used to. I've started supplying the rest of the yard now as well. Work are happy to get rid so they don't have to pay to recycle so much.