Any horse-quality grass hay is acceptable for bunns. Hay cubes should not be used as a substitute for regular hay except as a last resort (like in Aubrisita's case, where her bunny just won't eat hay any other way). The hay in them is chopped up, meaning the fibers are shorter - as a result, cubed hay doesn't wear teeth down as well and may be slightly less effective at keeping their digestion running smoothly. They really need the long fibers in regular hay.
To start with, I suggest looking around for feed stores in your area - check their websites or call to find out what types of grass hay they sell by the bale to figure out which one(s) offer the most types of hay (I know here, some places only have one kind of grass hay, others may have 3-4+). GRASS hay is important - legume hays like alfalfa (aka lucerne) and clover have too much protein, calcium and calories for adult bunnies.
I suggest feed stores first because baled hay from the feed store is by FAR the most economical way to feed a bunny! Here's a blurb I wrote on hay that I have saved so I can copy/paste it easily
Buying hay at the pet store is the biggest rip-off EVER. For one medium-sized bunny, a year's supply of hay from the pet store is around $300. A year's supply of hay for the same bunny if the hay is purchased by the bale from a feed store is around $12. Yeah. Over a 10-year lifetime (which is about average for a bunny), you'll save damn near $3000 by buying hay by the bale.
A bale can be stored for a year or more as long as it's kept clean, dry and insect free. I bought two half-bale bags from
http://www.tackwholesale.com/bale-bags-c-11.html (I went with that instead of a full-bale bag because the half-bale bags are easier to move around and can be stacked to take up less space). Alternatively, you can use a rubbermaid type storage bin or even unscented large plastic trash bags. If you bring bags/containers to the feed store, they'll typically split up the bale and package it for you free of charge.
While you're at the feed store, I recommend grabbing a bag or two of wood pellets (they're usually kiln-dried pine) - they come in 40 lb bags and typically cost around $5-8. If you live in an area that actually has winters, an alternative is to buy wood stove pellets from a hardware store (same size bag/same price range) as long as they don't say that they have an accelerant added to them. Wood pellets are the cheapest option as far as buying litter box litter and tend to do a great job at odor control.
Anyway, visit feed stores that have different types of grass hay - see if you can find one that you're not allergic to. If you strike out, also ask if they sell "pet" hays (or just check their small animal section). These hays are sold in small bags and have a brand name on them - you can often find non-timothy hays that aren't commonly sold by the bale. Check these out and if you find one that doesn't set off your allergies the way timothy does, ask the store if they're able to obtain it in a larger quantity (for example, a feed store I like in San Antonio sells Oxbow hays in 5 lb bags but can order 27 lb bags of the same stuff from Oxbow to be delivered to the store). The larger bags aren't a great deal either, but are better than the 5 lb bags. Also check for online retailers that sell that type of hay as, even after shipping costs, their hay might be cheaper than the "pet" hays (like Kaytee and Oxbow brands in the US). There are tons of different hays to choose from if you're able and willing to order online, but of course you don't want to buy a huge box of something only to be allergic to it once it's delivered.
Another thing to consider with "hay allergies" is that your problem might not be the hay itself - it could be the dust in the hay that's the major irritant. It would be very easy to ghetto-rig some type of sifter that would make it easy to shake dust and tiny particles out of hay. Something as basic as a large piece of chicken wire or hardware cloth (mesh found with the chicken wire in many hardware stores) could do the trick. Obviously, sifting it yourself would set off your allergies, but I'm guessing from your avatar that you're married so you'd simply have to talk your husband into sifting the hay for you a little at a time (outside, of course). This will get rid of the vast majority of the hay dust.
As a note, if you end up with a "cereal" type grass hay (oat, wheat, rye, etc.) then the seed heads will need to be pulled out of it before you give it to the bunny as the oats or w/e have a lot of extra carbs and calories that are bad for bunnies.
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As for general diet info, here's a great site on picking a pellet brand:
http://www.therabbithouse.com/diet/rabbit-food-comparison.asp
The highlighted brands are the ones that are "ideal" for every category - there aren't many to choose from. Sherwood Forest M/S is an excellent food (my pellet of choice), but last I checked it's only sold in the US. The other "ideal" options are Burgess Excel, Supreme Science Selective and Supreme Fibrafirst. Burgess and Supreme foods are both sold in the UK and either would be a good choice. As you seem to already know, you'd want to make a gradual transition from the food he comes with to the food you pick.
Rabbits also need a lot of leafy green veggies and can have a small amount of non-leafy veggies and/or fruit each day as a treat. If you feed dried fruit (my bunnies FIEND for cherry-infused craisins), keep in mind that dried fruit is more concentrated and you should feed less than the maximum amount allowed for his weight.
For feeding guidelines and veggie info, check out these sites:
http://www.rabbit.org/faq/sections/diet.html#babies
http://www.rabbit.org/care/veggies.html
http://www.medirabbit.com/EN/Food/Food_main.htm
(Also, it's a good idea to skim
http://en.wikipedia.org/wiki/Cruciferous_vegetables - bunnies have trouble getting rid of gas, so all cruciferous veggies should be fed sparingly)
If you don't know his history with veggies (how much of what he's used to getting, if he's been getting veggies at all) then you should start from scratch to be safe. Introduce one veggie at a time, starting with a pretty small quantity and increasing it a bit each day as long as he tolerates it well. Rabbit poop should be hard, dry balls of fairly uniform shape and size - monitor his poop for changes, which may indicate that he's not tolerating a veggie well. Here's a good site on poop (get used to hearing weird phrases like that - once you've had a rabbit for a while, they start to sound normal, lol):
http://imgur.com/a/5N4lD
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I don't recall seeing an answer regarding whether or not he's neutered... spaying female rabbits is incredibly important for medical reasons, but the same isn't true of males. Neutering males is generally done for behavioral reasons and/or to make it possible to safely bond the male to another bunny. Since you're only getting one bunny, neutering is basically a personal decision - can you afford it, and can you stand the behavior and smell of an unneutered buck? Some intact males aren't bad at all, but others can spray (and rabbits can spray urine six feet up in the air! Plus, some like to deliberately aim for faces), hump everything in sight, etc. Neutering also generally improves litter box habits and reduces the desire to pee/poop mark territory.
As for litter box training, it's possible with a bunny of any age, though they're more likely to slip up from time to time if they're not neutered. Most people consider a rabbit fully litter box trained when they do all their peeing and most of their pooping in the box - rabbits produce 200-300 poops a day, so it's really not practical for them to get them ALL in their litter box.
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Fleece...
It IS safe for rabbits (in fact, it's the only safe fabric because the fibers are so short it won't cause an obstruction if they chew on it and ingest some), but some will dig it up, pee it up and generally wreck it. My girls are a perfect example of fleece-destroyers. You definitely want to feel out his litter box habits before you even consider it.
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Free-ranging...
Absolutely do NOT just open up your home to him! Keep him in his cage - and
only his cage - for at least the first three days or so. No time out of the cage, no running around, nothing. This is crucial, as it establishes his cage as HIS territory and lets him become comfortable with his new surroundings.
Once he's settled in,
increase the amount of space he's allowed to roam in very gradually. Using fencing made of NIC grids or an x-pen or creating some other barricade is recommended so that you can allow him in just part of a room at a time. Letting him explore around 20-30 square feet of "new" space every day or two would be a good pace. If you give him too much freedom too fast, he'll go absolutely NUTS trying to pee/poop mark everything. Keep adding a little bit more space until he's free to wander a whole room, then a couple rooms and eventually your entire home (aside from any areas you want to keep off limits, of course).
BUNNYPROOF. Bunnies are the naughtiest of the naughties in our house (and in most houses) - ours are less trustworthy than the cats and capable of wreaking far more havoc than our sugar gliders. Mine are SO naughty, they live in a huge pen with a NIC condo because they can't be trusted to free-range. They bullied our cats, ate cat food, peed on all the cats' things, you name it. Many bunns aren't nearly so bad, though, and are worthy of the privilege of freedom.
Great general information.
While
this page is focused on large breed bunnies, some of the bunny-proofing tips can still be used for smaller breeds.
Also, we currently have a good conversation going about cord protection going on in
this thread.
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Getting a bigger cage...
I'm of the belief that ALL bunnies should have a cage (or cage-area made of x-pens), no matter what. They need a "home base" for their food, water, hay, primary litter box, etc. Cages can also be a safety issue - in the event of an emergency (house fire, for example) it's really good to know where your bunny is likely to retreat to so that you can find them easily. Also, there may be times when even a free range bunny needs to be locked up briefly (like if something's going on where the front door is open for a bit).
If your intention is to free-range him, you can build him a bigger home if you'd like (to offer him high levels, for example - bunnies love to be up high; they choose high ground to graze on in the wild so they have a better view of approaching predators)... however, it's honestly not necessary. Even a dinky store-bought cage like he seems to be coming with is enough to provide him with an area that's specifically his - he doesn't need a big cage if he's nearly always got the option to leave it.
If you think you might want to build a bigger cage...
I'm a HUGE fan of NIC condos and think they're the ideal cage, as they don't have to take up that much floor space and can provide lots of levels. My girls like the top floor, which is about shoulder-high for us humans. NIC condos can be used in combination with x-pens or alone.
http://breyfamily.net/bunnycage.html
http://www.guineapigcages.com/cubes.htm (shows how to do coroplast floors if you'd rather use that than plywood)
http://rabbitcondo.com/lara-and-harrels-deluxe-wide-rabbit-condo
Finding the grids in the UK -
http://www.therabbithouse.com/indoor/rabbit-cages-cubes.asp
Some people use dog crates or XL dog kennels. Personally, I prefer NIC because you can customize it more, but for some folks the dog crate is more practical (or they may have a spare one sitting around already). Also, just an x-pen can be used as a cage (or it could be used around his current cage).
This thread has pictures of cages that our members have made (all different styles, sizes, shapes and designs).
