You want the chip type. I have heard reported, but never seen, negative reactions to pine among rats and gerbils. Corn cob, often used for birds, isn't very absorbent and is hard for animals to make nests in because it shifts too much. You can also use shredded newspaper if it uses non-toxic ink. This type of ink is usually found in smaller papers, particularly liberal oriented publications where using environmentally friendly products is a political priority or will increase readership.
Most major dailies use old style inks.
There are other caveats, if your rodent turns black from ink rubbing off, it really doesn't matter how non-toxic it is. You can also use unscented paper towels or toilet paper. None of these are as good at absorbing urine or controlling odors as any type of chip or commercial paper litter. In general, a small bag of aspen or Care-Fresh will provide litter for a 10 gallon tank for 2 months and costs less than a trip to McDonalds. This seems somewhat obvious.