That’s an excellent question! Both products have a comparable effectiveness. Choosing one over the other is very personal. However, wood shavings are much more widely used. Make sure that the shavings or pellets are made from primary-processed soft wood, in all cases, and that they are designed for animal use, preferably for the specific needs of horses.
Consult the “How to Choose” page for things to consider when choosing one type of bedding over another.