Timothy or other grass hay is best. I don't know what you have where you live, so it may be hard to find certain types. I think oaten hay is easy to get in Australia, but I am not totally sure. If there are any horse stables near you, ask what they feed, horse hay is usually suitable for rabbits.
If you are wanting something for your rabbit to burrow in, straw is good and cheap. You will still need hay, but not as much since it would not be used as bedding as well.