Pine and Cedar shavings-
Pine and cedar shavings are two of the most popular beddings used for hamsters, because pine is cheap, and cedar smells good. What people don't realize is that both these beddings (cedar to a greater extent) have phenols in them. These oils can damage a hamster's respitory system, as well as the kidney and liver, causing a shortened life-span of the hamster, and possible high vet bills. For more information on the dangers of these beddings check out these links:
http://www.geocities.com/ruckersratties/mousecare.html
http://www.vetcentric.com/magazine/magazineArticle.cfm?ARTICLEID=1422
http://www.rmca.org/Resources/rmcafaq.htm
Beddings currently considered safe to use are Aspen, Carefresh, and any non-wood beddings. I'm currently using Carefresh Ultra, but due to the price I may be switching again soon.
Update: Currently, some people have been having problems with Aspen. If your hamsters are on Aspen, or you're considering using it, please read this article:
http://www.geocities.com/calhamassoc/Aspen.html
Fluffy bedding-
There's several "extra" bedding materials on the market that people buy to put in the hamster's house/corner for their hamster to nest in. Products like S.A.M. Sleep Stuff Fiber Nesting Pads, and any product with fibers or strings are unsafe for hamsters because their little limbs can get tangled in them, cutting off circulation. As well as the danger of the hamster putting it in it's cheek pouches and suffocating. A safe alternative is unscented toilet paper (they love to tear it off the roll if you leave a couple sheets on the tube for them). It works nicely, is replaced easily, and is safe. Do not use tissue or paper towels, as they are not designed to disolve in water, and thus will cause blockages in the stomach if swallowed.
Wheels with rungs (especially wire ones)-
Wire wheels come with a lot of cages, and people never think to replace them... Pet stores use them all the time, and it's sometimes hard to find a solid wheel to replace a runged one with. Plastic runged ones usually have smaller gaps, so they are safer, but a solid wheel is your best choice. Little feet easily slip through wire rungs while trying to run, and this can cause loss of hair, sores, or even broken limbs. While visiting a Petco once I observed a dwarf attempting to run in a wire wheel, and he couldn't even run because his little feet kept slipping through! Solid wheels are becoming more and more available, I've seen them at both Petco and Petsmart, so look into replacing that wire or plastic runged one, so your hamster can really run, fast and safe. :)
Waterbottles with exposed rubber stoppers
If the hamster chews the rubber stopper, it can ingest it. This is almost instantly fatal, depending on the amount ingested. If you need a waterbottle that's compatible glass tanks, check Wal-Mart, or go for the Oasis brand bottles with metal holders/hangers. See picture below for an example of a bottle with rubber stopper.
