Consider anything that gets them off the cold ground or manure. Soy straw, canola straw, corn stalks, bark or sawdust. You will need to price out the costs on a lb of nutrient base. Don't get carried away with grain however. If your hay is really tough fibers and low in protein, a protein supplement will help to drive the rumen and increase digestibility of your forage.
Many mills offer beef pellets.
These can be good, but shop around for price and content. A pellet is not a pellet is not a pellet. Try to fatten them up in the fall period to save on energy needs in the winter. But this requires constant monitoring. But get yourself prepared, none the less.