Personally I wouldn't fancy brushing off and washing a whole shed of vet bed and towels/mattress protector etc. every three days! I'm guessing you'd need to do three loads of washing each time which is probably not so economical (you'd need to wash at 60C or use a sterilising agent to kill bacteria), initial cost is pretty expensive also. I've also heard that the constant washing means it's pretty worn out after a year but that may depend on which you buy.
You could always try it out in one area of the shed to see if it suits you and have a vet bed section and a hay section so the piggies get the best of both.
That said, I would think using hay alone is pretty high maintenance as it's not particularly absorbent and tends to go horrible pretty quickly once wet, I'd be inclined to put something underneath it.
What are your motivations for changing?
