Hiya,
Personally I prefer to use Barley Straw cos they LOVE to eat it too
I've used Oat straw this year - more expensive but it lasts a long time. Wheat straw is absolutely fine too, but I find it disintegrates quicker. There's been no Barley straw around these parts the whole winter due to the dry summer last year
. You can use anything really - you just find out for yourself which your pigs prefer (if they're given a choice) and which you prefer to keep/handle/store/....and of course, cost.
M