There is considerable evidence that cedar based bedding is
     harmful to small animals.  There are those who feel that pine
     shavings are also harmful, although this is more widely disputed.
     Sandi Ackerman (ackerms@belnet.bellevue.k12.wa.us) has some
     studies about the possible dangers that she is willing to give
     out.  If you want to play it safe, there are several alternative
     beddings to use, made of aspen or recycled paper.  Many pet
     stores carry aspen shavings (one major brand is L/M, which seems
     to be the main bedding/food supplier for most pet stores I've
     been in), and you can ask your vet or local pet store to order
     other beddings for you to try out.

     There is a list of some safe beddings that Debbie "The Rat Lady"
     Ducommun compiled for the Rat Fan Club.  It has the brand names
     of the litters, the names of the companies that make them, and
     the toll free phone numbers for these companies.  One of the
     beddings on the list can be ordered directly to the home, and the
     rest you can order through a pet supplier.  This list is now
     being posted as a FAQ to the newsgroup rec.pets.  If you can't
     find a copy on your site, you can email me and I will send you a
     copy.