I've been using teabag bedding for a year or so now, and it works very well. Both my hamsters have nice stable burrows (to the point where I rarely see my robo because she's dug so deep down).
I get mine from
here, and at £25 (incl. shipping) for 2x 10kg bales, it works out cheaper than pretty much all other substrates. Not dusty, either (dustiness and the huge price hike is why I moved on from Fitch).