To be honest both shaving and straw have pros and cons.
Straw is very good at insulating the piglets from the cold ground. Also if a nice depth, can help with a little 'give' should the sow over-lay the piglet(s). Thus giving them a chance at not being squished. But if too deep it can increase the chance of an over-lay due to the piglet(s) being buried, which can be increased should the sow get to hot and start to dig around in the hut to find cool ground.
(Dust free) shavings are generally a cleaner option and give less chance of an over-lay by being buried. But insulation is practically non-existent which therefore increases the chance of the piglets trying to get warmth from the sow by getting right up close to her.
Horses for courses really.