I use a mixture of pellets and regular medium shaving …and keep some of the fine shaving for just in case one of the horses decides it needs to pee more often (most …2 out of 3 will go to the compost pile to pee before coming into their stalls)
when I pick the stalls, I separate the larger shavings then sweep the dusty stuff into the area where the horses pee
my stalls are rubber matted, to clean the wet spots I use a plastic grain scoop, use PDZ on the area before covering with the dusty shavings
as others have noted I can keep a pallet of 45 bags of pellets in very small area, my feed store matches TSC pricing so I just have them delivered (and they unload and stack where I want them) with the hay which keeps me from having to make that trip and handle that ton of stuff.