I use shavings for my mare - she eats the straw (an extrordinary amount!) and she can be a bit sniffy - she seems better on shavings than straw. I do love a deep bed though and she is very wet so the cost of it is horrible!
I use both, I love straw beds when they are big and look really comfortable. But i like shavings beds if i just want to do a quick skip out (easier to take the poos off).
I think it depends on the horse, my lad is really clean on straw so it is easy to muck him out however i would go mad if my mare was on straw because she likes to kick her bed about a lot.
Straw, changed last summer from shaving it took me a while but once got the hang of it I now love it, espically when its all big and fluffy does help that my boy is very clean
Straw every time unless horse has respiratory issues. If she has plenty of hay she will not eat it, its so much cheaper and much easier when you are used to it.