Most people feed young pups and pregnant and nursing sows a type called alfalfa hay, due to its higher calcium and protein content. From the age of 6-8 weeks/2 months you should do fine to feed them exclusively on a grass hay, the types of which include:
Meadow
Timothy
Oat
Brome
Orchard Grass
Bluegrass
Feeding a mixture makes it especially tempting to piggies! You can also mix in alfalfa if you are unsure whether or not to go with it - it'll be a bit of variety that will ensure they do have adequate calcium and protein needs. Cut out the alfalfa at 6 months though, they'll get enough from their fresh veggie diet, grass hay and dry food by that stage.