I have been using a shredded white paper product for the bottom of Shasta's cage.... And really like it.... But it is kinda expensive.
I was at walmart and picked up a package of "PetPick" Pine Bedding
American Wood Fibers – Pets Pick All Natural Pet Wood Shavings Bedding
Do you think this is ok to use as a cage litter..... It was under $3.00
Personally I wouldn't use any type of pine (even kiln-dried or cedar based beddings) for any of my small animals, including birds. The known health issues caused by the phenols and aromatic hydrocarbons present in both pine and cedar shavings including irritation and infection of the respiratory tract and elevated enzyme levels are not worth the risk--even in a fairly well-ventilated area such as a wire cage.
I know many people have, and will continue to say, that they've been using it for however long with either their birds, small mammals, reptiles, etc. with "no problem", but since the "problems" typically only become evident after long-term exposure, the cause is usually attributed to something else. Unless you are doing liver enzyme tests on a regular basis, examining their respiratory tract lining with a scope every 6-12 months there's no way of knowing whether any detrimental effects are occurring.
Besides, just because there's still people saying they've "always" fed their conures a seed-mix diet and they're perfectly "fine", doesn't, as we all know, prove that this is actually a healthy diet and that it's alright for us to use it for our conures as well.
If price is a concern and you like the idea of wood shavings, then go with 100% ASPEN bedding--it doesn't contain the potentially toxic phenols found in cedar and pine and is also very inexpensive. If your Walmart doesn't carry any aspen bedding, pretty much any pet store will, and if you have a Tractor Supply or other feed store in your area, bulk bags of aspen shavings can be purchased very cheaply, making it an extremely economical option.