We have our pigs on concrete and try to keep 3-5 inches of shavings in the pen. However, trying to keep that many shavings in each pen is getting REALLY expensive. Are there any other bedding options? Straw isn’t really a good fit for us either.

I had friends who used horse pellets. I'm not sure how expensive it is, but I believe it would probably end up being cheaper than shavings since you don't have to change them so often. They are wood pellets which you wet with water and they expand and basically turn into a powder. They are supposed to soak up any urine easily, from what I've heard, and probably easier to clean up after. The only problem they had with them was that they tended to fly everywhere once they turned fans on (since it turns into a powder) and could get into your eyes and make a layer of dust on fencing, etc.

We put up felt in the bottom of the pens. So from the concrete up to 18 inches we have felt that keeps the shavings from falling out. That cut down on the amount of shavings we used since we just added a bag of fresh shavings every cpl of weeks.