I've used shavings in the past. My animals seemed fine with them, but I'm severely allergic, and got worse over time. By the time paper shavings became readily available in my area, I had to wear goggles and a face mask to clean cages, as the dust off the shavings would cause severe respiratory effects and make my eyes swell up. I'm much better with paper shaving and they are all I have used for the past seven years or so. I've always heard that aspen is a better shaving than pine or cedar, as it has fewer aromatic oils and less dust (though, frankly, I was allergic to aspen by the end too.) I think it likely depends on the owner and the pet. Obviously some people (like me) react badly to the oils/dust in wood shavings, so it stands to reason that some animals may be more sensitive to them too.