Agree with Mona. Look through the Housing section for information on safer alternatives. Sawdust is just that...dust. Don`t use it. Sawdust is a by product of the wood mills. Shavings are a personal choice, but I would also avoid them due to the strong aroma they give off even if they have been dust extracted and aired. Airing wood shavings does help reduce this fresh aroma, but even after a month in an open topped storage bin, the scent is still relitively strong, especially for hamsters and other small furries who rely on their sense of smell. I wouldn`t fancy living and sleeping on something perfumed all day long either!
The alternatives are out there, it`s looking for what you can get locally or buy online. I use Aubiose (hemp bedding sold for horses) but there is also Carefresh (I don`t particularly like it as it`s dusty), Megazorb sold for horses and the newer Fitch paper bedding. Sold online.
Don`t use newspaper either as the inks on newspaper can be toxic if ingested.
For nesting, you can safely use cheap plain white toilet paper from the supermarket own brands.
Rip up the toilet paper into a pile for your hamster to nest with. It`s cheap and it`s safe.