Clean Wheat straw is a excellent inexpensive choice and I have used it in the past.
We have around 900+ acres of wheat planted, and I am determined to have some of the straw baled this year. Starting in late Sept., you can sell that stuff for good money as the ladies start putting the fall decor in the yards. Could probably sell as livestock bedding too. Problem is that almost nobody bales in small rectangles anymore ... they've all gone to the big roll bales.