Laboratory tests have shown that cedar shavings are toxic to respiratory systems and the liver and kidneys and that rodents, when they have a choice, won't even step on it. I think pine has been tarred with the same brush for little reason, as I've never seen a problem in animals kept on that (assuming that pine is the normal softwood shavings you find in the pet shop, they don't tell you what it's from).
I kept my rats and mice on wood shavings for 10 years until I got into the rat fancy about 9 years ago and the first breeder I had rats from told me that I could only have rats from her if I switched from wood shavings to hemp or something. So I did and I switched the other animals too as it was easier to buy one type of bedding, but I have never seen a difference in their health. My mice are back on unscented wood shavings now as I've found it's the best at keeping odours down and it's lovely and soft. I believe odour control is the single most important thing when choosing a bedding as urine fumes are much more dangerous than anything else.
Mice are very easy to keep healthy on the whole. My top 5 tips are: 1. feed them a simple diet that meets their needs, 2. keep their houses clean and smelling fresh, 3. make sure they don't overheat in the summer, 4. keep the ladies in pairs or groups, and 5. give them hay to nest in as they'll eat it and keep their tummies in good order, and it'll groom their coats as they move through it. Oh, and 5a. if you're giving them hay keep a sharp eye out for symptoms of mites and spray them and their cage as soon as you suspect they might be infected.
Sarah xxx